Barry Cunliffe's Britain Begins (http://amzn.com/0199609330) just came out this year. It goes from myths to prehistory up to 1100 C.E. It's excellent, from what I've gleaned so far.
Thanks to Jamie for inspiring me to take an interest in early British history and prehistory, and read this. It is excellent, readable and scholarly, but, although the bibliography is full and thorough (as a librarian I always look at that first), there are no footnotes, which means his assertions aren't always sourced, and, more annoyingly, you can't check the sources of some of his anecdotes and read further - eg the Viking who thought he had reached Rome when he hadn't, but sacked the place anyway. Much more seriously, he confuses mitigate and militate. (page 67 of the hardback). How could you, Sir Barry? English is part of our heritage just as much as archaeology. You wouldn't confuse a male and female skeleton. Why confuse two words? And as an archaeologist you must have some Latin.