I've got quite the list at the moment, since I'm writing a paper for school.
Castles of Steel: Britain, Germany and the Winning of the Great War at Sea, by Robert Massie
Warlord: A Life of Winston Churchill at War, by Carlo D'Este
Gallipoli 1915, by Joseph Murray (it's his diary of the Gallipoli campaign where he served as a British soldier)
VCs of the First World War: Gallipoli, by Stephen Snelling
Winston Churchill and the Dardanelles, by Trumbull Higgins
1915: The Death of Innocence, by Lyn MacDonald
Plus the official Australian War History, which I managed to find online.
Still trying to find a diary from an Aussie or Kiwi that was there, since the paper is focusing on the Anzacs during that campaign.