I would recommend A World Undone by G J Meyer. I personally find it to be one of the best single volume histories of World War 1, and the way he does an insert of background information as he tells the history never feels like its interrupting and was a great way to get a clearer picture of what was going on. For instance, he is talking about the Balkans, and Serbia in particular. He inserts a quick bit of background with a brief history of Serbia at that point. And it's not a footnote either, it's a couple of pages, and then back to what he was originally talking about.