Okay, to tell the truth, I'm not just recommending one book today. I'm recommending 25 of them, the 25 in the DAW series under the general heading of Isaac Asimov Presents the Great SF Stories. Marty Greenberg and Asimov worked on the series together, and in most of the volumes both provide introductions to the stories that are included. Greenberg gives a brief overview of the main events of the year the stories were published. Those are great, but it's the stories that count. The first volume contains stories from 1939, and we move right along until the concluding volume that's pictured here. I can't think of a better series of books for anybody who's interested in learning something about the history of SF and its best writers than this one.
In my dark moments I sometimes think that a lot of younger SF readers don't care much about the history of the field and that they don't want to read anything that wasn't published within the last five years. In my even darker moments, I think it doesn't matter. When I read the stories from any book in this series, I think what a great past SF has and what fine storytellers the field produced, and I'd like to require everybody to read every story in every volume. Fat chance. At any rate, I'm glad I have them all and can open one up and read a great story anytime I feel like it.
Some of the books in the series can be found on the 'Net for very little (the higher-numbered volumes are usually a bit more). Check 'em out.