"The Nature of History" by Arthur Marwick is the standard, set text given by many teachers of A-Level Methodology, taught in History lessons. In it, Marwick explores, true to the title, what history is, why it should be studied, and how it is best studied in his view.
He covers, in some detail, with extracts from useful lectures on the subject, the value and usefulness to the historian of such media as novels, films and artwork. Quotations from these chapters in an A-Level essay on the subject, backed-up by reasonable knowledge and evidence, will produce quite a good essay.
However, the most useful and informative segment of the book for me was the section on interpretations of historical events, and historical controversies. Marwick, a respected historian, details arguments over, for example, the First World War and its part in bringing votes for women. He is objective in his judgement of other historians' views, even when they cite his views as being wrong.
The only drawback the book has is that, in long sittings, it can make for turgid reading, since so much information is densely packed into a fairly concise, compact book. Nonetheless, this is nit-picking. I found the book the most useful I read during the Methodology section of my History course, a sentiment shared by the vast majority of my class.