It depends where your interest actually lies. If infantry then Churchill's 'History of the British Army Collar Badge' is a must.
Churchill & Westlake's 'British Army collar badges 1881 - Present' widens the scope to include cavalry and Corps etc, but is a small book and thus somewhat limited.
If your interest is ASC/RASC then there is absolutely no better book in my opinion than 'Badges of the Empire's Waggoners' by McHenry & Kellock.
Mark
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