For me, the "Third Century Crisis" is the most interesting period of Roman history. This was a period when the Empire was on the brink of total collapse.
The empire faced devastating external invasions, incessant internal conflict, plague, and a collapsing economic system. If it weren't for the efforts of several great (but forgotten!) Roman Emperors (Gallienus, Claudius Gothicus, Aurelian, Probus, etc.), the Empire would have collapsed or split into at least three distinct smaller empires (the central core empire based in Italy, the Gallo-Roman empire of the west, and the Palmyran empire of the east).
I love to read Michael Grant's book, "The Climax of Rome," or Pat Southern's "The Roman Empire from Severus to Constantine," both dealing with this period of increased turmoil and instability.
It was in this period that these Roman Emperors were able to reverse the defeats from the barbarian invasions, reunify and reconsolidate the empire, and create a more stable society.
Somehow the Western Roman Empire survived for another two centuries (and the Eastern Byzantine Empire for another thousand years beyond that!).
This is a poorly documented, mostly overlooked, but crucial time for Roman history.