I'd read Daniel in the King James. What a shameless plug.

Actually in my foray through the bible, Daniel was easy because alot of it is straight historical facts written down, followed by a prophecy that traces history, and then the end stuff. Reading the world's history helped me the most. The historical stuff in Daniel and his interaction with the people is what I found to be the most fascinating, esp when archaeological stuff is collaborating the stories in it. The prophetic stuff starts to make more sense when you read the other prophetic books.