I would HIGHLY recommend this anthology, The Art of Art History. While it's not exhaustive by any means, it is a really fabulous collection of essays and criticisms from a wide range of time periods. It is also fairly inexpensive! IMO it's one of the best critical collections all housed under one cover, though I'm sure others will have lots of suggestions, as well! Hope this helps!
https://www.amazon.com/Art-History-Critical-Anthology-Oxford/dp/0199229848
