I'm interested in reading about the Roman empire, both it's leaders and its various military campaigns, etc.

Is there one supelrative work that must be read on the subject covering at least the time from first century BC to the fall of the empire?

I liked SPQR: A History of Ancient Rome and Dynasty: The Rise and Fall of the House of Caesar.

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Probably Gibbon's Rise and Fall of the Roman Empire.

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Written in the 18th century & has some pretty dated ideas. Very comprehensive, but there are better new books out there.

I'm not sure there is a good "one size fits all" book.

"The Punic Wars" by Adrian Goldsworthy is good for understanding one of the seminal events of Roman Expansion.

Rubicon by Tom Holland is a good one on the rise of Julius Caesar.

The Fall of the Roman Empire by Peter Heather is a good one for the collapse.
Bryan Ward Perkins has a good one on the collapse as well that offers an alternative explanation for the fall... it is very short & a quick read. Worth getting both for perspective.

Those three will cover beginnings, middle & end. (They fill in details about earlier/later eras as well)

There are a ton of emperors worth reading about: Augustus, Hadrian, Constantine & Diocletian etc.

Worth reading Marcus Aurelius "Meditations" as well.

It's too big of a subject to cover in any depth in one book. I'd pick a subset of it.

Julius Caesar's "Conquest of Gaul" is probably one of the greatest histories of a military campaign ever written by a commander. It's very good reading. The Battle of Alesia is still one of the most amazing battles ever in my opinion. It was a double-envelopment, but not the way you think. Caesar surrounded the enemy, then the enemy's reinforcements surrounded Caesar. Caesar said OK, and simply built two rings of entrenchments and walls, one facing each enemy, and waited until the ones in the middle were exhausted and surrendered.

Lots of great recommendations here. Thanks all!