Thanks for all the great suggestions guys. I’ll be checking out all your links and recommendations over the next few days.
Plenty of good suggestions here, but just to add one more, if you use iTunes you may wanna do a search for a music history course on iTunesU. I’m going through a few courses on there (mostly science) and it’s a great resource. I don’t have access to iTunes at the moment or else I’d do a quick search myself to find a recommendation.
I will say this though. You didn’t mention whether you play an instrument or not, but I’ll second Le Min’s recommendation and take it a bit further. If you take the time to understand some basic music theory concepts, it will make it orders of magnitude easier for you to put the different time periods and composers in context.