Actually, while I'm here I'd like to put in a plug for Nathaniel Philbrick's Mayflower, which tells the story of the Plymouth Colony from its origins in England to its departure from Holland to the end of King Philip's War, which I had never heard of. It is a quite wonderful book and I think it captures very well the sense of clinging to the very edge of a vast unexplored New World, the way Michael Mann's Last Of The Mohicans did. I had to read the Pilgrim Fathers in my first year at university - Cotton Mather, Jonathon Edwardes, et al - and found them crushingly dull, but Philbrick really brings them alive and I really do recommend the book.
I'm really warming to him. His previous book, In The Heart Of The Sea, details the wreck of the whaleship Essex by one of the whales it was hunting, supposedly the event which Melville based Moby Dick on, but Philbrick - himself a Nantucketer, I believe - gives a lot of detail about the aftermath of the sinking which Melville left out. Again, much recommended.