I just don't know if a book like that exists.
It doesn't...there are way too many saints to get 'most' of them in one book.
My suggestion is to peruse a listing of some saints, check out the websites, and maybe read the Great Horologion. Find a few saints that intrigue you..it'll happen, don't worry!
Then, dig into their lives one at a time, and then eventually move on to another one that interests you.