Yemen: Travels in Dictionary Land by Tim Mackintosh-Smith — the finest English-language book about Yemen, written by a British scholar who lived in Sana'a for decades. Warm, erudite, and deeply knowledgeable about the country's pre-Islamic past.
The Arabs by Tim Mackintosh-Smith — a sweeping history of the Arab world from pre-Islamic times to the present; the Ma'in civilization and South Arabian kingdoms feature in the early chapters.
Meetings with Remarkable Muslims edited by Barnaby Rogerson and Rose Baring — includes essays on Yemen among other Islamic lands; useful context for the layered religious history of the region.
Arabia Felix by Bertram Thomas — a classic 1930s account of travel through southern Arabia, including Yemen; captures the landscape and culture before modernisation.