Hey, Charlie! Welcome to the Forum!

First of all, you can look at
this thread (it is similar to this one that you have started).
Do you have
any Romanov books yet? My own personal recommendation would be to read
Nicholas & Alexandra by Robert K. Massie. I'd actually imagine that a lot of people started by reading this book first. It is a classic and covers all of Nicholas and Alexandra's lives.
If you are not very interested in reading something that is pure text and would like to see a lot of photographs as well, you might want to go for
The Romanovs: Love, Power & Tragedy. The text is simple and you will come across many, many photographs and I am sure a lot of them would be rare for you. Unfortunately, the book is not available at a lot of places and you would have to buy it online, and a lot of the time it is quite pricey. If you don't want to do that and you are still interested in reading something similar to LPT, try
Tsar: The Lost World Of Nicholas And Alexandra, which is often found for a much cheaper price.
If you would also like to read the personal memoirs of those who knew the Imperial Family (like Ania Vyrubova, Baroness Sophie Buxhoeveden and Lili Dehn - the Empress's close friends), then you can definitely check them out here at the main Alexander Palace Time Machine site.
If you would like to read some basic information of a list of all Romanov books, then look at the
Book Finder here at the AP. Overall, I would definitely recommend to you
Nicholas & Alexandra by Massie.