Beth M. Sheppard's The Craft of History and the Study of the New Testament (Resources for Biblical Study; Atlanta: SBL, 2012) is a helpful volume because it creates a dialogue between historians and biblical/New Testament scholars. Historians have a variety of methods that they've applied to their discipline and the same is true of biblical scholars, but often these two fields of expertise don't cross paths. Sheppard writes to an audience of biblical scholars about what historians are doing.
I found the book to be insightful, thought-provoking, even inspiring at points. Sheppard talks a lot about "theoretical underpinnings" and a philosophy of history, which are both things many biblical scholars may not take the time to consider. Her history of historiography is very helpful because it shows the reader how history-writing has morphed over the centuries and explains some of the current schools of thought in operation today. Sheppard even writes three "case-study" type chapters where she shows how the methods used by historians have been and may further be applied to the study of the New Testament. If you're searching for an introductory book of this sort I'd recommend this one. I know I'll be able to build upon reading it by studying more about the different historians, philosophies, and methods discussed in the book.