I recently finished Brigham Young and the Expanding American Frontier, by Newell G. Bringhurst. Published in 1986, it still reads well and does a nice job of integrating the story of Brigham Young and the early LDS Church into Western history. Denominational histories are too often written in a vacuum and Western history for too long ignored religion. This is an early and successful attempt to bring the two together by way of a fair and balanced treatment of Brigham Young's life. Joseph Smith remains a controversial figure for historians and many readers, but everyone loves Brigham.
The first chapter, "Unsettled Times," recounts the economic difficulties of Brigham's family, starting in Vermont, where Brigham was born in 1801, then in upstate New York, where the family moved in 1804. Religion swept over Brigham's family (as it did every family in that area in the 1820s) and he joined the Methodists in 1823. Brigham participated with Methodist groups "seeking through close study of the New Testament to return to the forms and practices of the original Christian Church as it existed during the time of Jesus Christ" (p. 18). In other words, he was a Restorationist, which perhaps explains his initial interest in Mormonism when he first encountered it in the summer of 1830, given the LDS claim to be the restored Church of Jesus Christ.
What's most interesting is that Brigham did not immediately join the Mormons. In fact, he took a slow and deliberate course — reading, studying, reflecting, praying — then, still curious in early 1832, travelled 130 miles to observe a Mormon congregation in Pennsylvania. He found them a godly but sober bunch, engaging in "speaking in tongues, interpreting, and prophesying," but "not indulg[ing] in the wild animated behavior he found so disgusting in the [Protestant revivalist] camp meetings of his youth" (p. 20). Brigham and other members of his family were baptized into the small but growing Mormon church in April 1832. While he wasn't quite a reluctant convert, he certainly took his time.