My favourite royal book is a biography written by Tor Bomann-Larsen called "Kongstanken - Haakon & Maud 1". It is the first of two books, and I found them very helpful to clarify the somewhat confusing family relations between Europe's royal family.
I haven't read the second one yet (it's still not available at the library:(). It stired up a debate in Norway about wether it was King Haakon or Queen Maud's doctor who was the biological father of King Olav. It's the same author, but the title is "Folket - Haakon & Maud 2" and I think it's mainly about their life as king and queen of Norway.
I think that the book I've read is credible, because the author is one of few authors that have been alowed to work with documents from the royal archives throghout Europe, and all the sources he's used are refered to.
I haven't found an English (or other language) edition of this book, but it's written in Norwegian, so other Scandinavians can understand the book. But I recomend it for those who find the European royal family tree very confusing