If you can get your hands on a copy of Schumpeter’s History of Economic Analysis that’s a good place to start, along with Rothbard’s An Austrian Perspective on the History of Economic Thought (two volumes). Also, for a Keynesian perspective I would suggest Brad DeLong’s Slouching Towards Utopia, but unfortunately the website is down (it is supposed to be published at some point in the future). DeLong’s book, however, deals with economic thought during the 20th Century. Also, Hayek published Trend of Economic Thinking, which deals with classical economic thought and is built largely on the research of the marginalists - especially Jevons.