Reddit reviews The Later Roman Empire (Fontana History of the Ancient World)
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If you're really an enthusiast and can afford to build yourself a nice collection, you could look into getting some Loeb Classical Library volumes which have the Latin original on one side and the English translation on the other. Others have already suggested Livy, Suetonius, Juvenal and Julius Caesar, though as I said, if you're an enthusiast, they will all be of value. I'd add Tacitus and Pliny also for good measure.
"From the Gracchi to Nero: A History of Rome 133 BC to AD 68" by H.H. Scullard has been recommended, though it doesn't (entirely) cover the period you're interested in, it's very good in explaining the lead-up to the Roman Empire. I'm not sure about other's views on Scullard, so best to ask them.
Edward Gibbon has already been mentioned, I'd probably also add Colin Wells' "The Roman Empire", A. Cameron's "The Later Roman Empire" and M. Goodman's "The Roman World 44 BC-AD 180".
Best of luck with everything and congratulations on your new house!
Hey :-)
It depends on what you mean by book (as in to purchase or if you have a University Library that you could grab from). I'll assume you want to purchase one (if not, let me know).
Here is a short list of works that contain some great information about Diocletian (but are not solely about him):
Gibbon's Decline and Fall - it has it's issues but they are easily moved to the side, this work has been probably the most influential with regards to this era of Roman History (This is not exactly the most fun read, being over 1000 pages, but it is too important for me not to mention)
http://www.amazon.co.uk/Decline-Empire-Wordsworth-Classics-Literature/dp/1853264997/ref=sr_1_1?s=books&ie=UTF8&qid=1409976827&sr=1-1&keywords=edward+gibbon
For a shorter read Averil Cameron's The Later Roman Empire is a great introductory work and has a good chapter on Diocletian (as well as the Tetrarchs in general), an advantage of this book is that is costs like £0.40 used so even if you hate it, you've not invested in it much!
http://www.amazon.co.uk/Later-Empire-Fontana-History-Ancient/dp/0006861725/ref=sr_1_1?s=books&ie=UTF8&qid=1409976976&sr=1-1&keywords=later+roman+empire
Otherwise any really good scholarly books I can think of are more of a University book and cost around £25+ each. I have a good list of books like this if you have a want for them :-)