My recommendations:
Madame de Campan's memoirs are a must-read for anyone interested in Marie Antoinette. Her book is not always easy to find, but it is well worth tracking down. It has been published under different titles, I think. My copy is titled "The Private Life of Marie Antoinette."
For the Empress Josephine, the Memoirs of Madame de Remusat are fascinating, as are the Memoirs of Madame Junot. The novels of Marjorie Coryn, which are long out of print, unfortunately, are excellent.
If anyone wants to read about my favorite member of the French royal family, La Grande Mademoiselle, I would recommend her Memoirs, as well as Vita Sackville-West's biography, "Daughter of France."
For information about the Affair of the Poisons during the reign of Louis XIV, Frances Mossiker's book is good. I believe that Mossiker also wrote a book about the diamond necklace brouhaha that Marie Antoinette suffered through.
If you are interested in the legend of the Ghosts of Versailles, Lucille Iremonger wrote a book about the incident. Iremonger tends to dither about, but the book is still a good read.
Hope this helps....