The holocaust wasn’t just one single event, it comes under the umbrella of many, many events that happened. There is so much you could write about, it is hard to pin one topic down. There were the concentration camps, the extermination camps, the third reich, the SS, Hitler Youth, Jews (both in hiding and the camps), Gypsies, Gay people, the underground, the medical experiments (Mengele was just one of the doctors who performed experiments on the camp inmates), the Nuremburg war trials. In fact I would suggest reading books about the criminal proceedings during Nuremburg as they would be extremely helpful. They would have inmate accounts of what was done and by whom during the war, and also the Nazis accounts of what they say happened. Some of them did actually tell the truth.
If you are considering writing about the medical experiments, a good book to read is Doctors from Hell: The Horrific Account of Nazi Experiments on Humans written by Vivien Spitz, who was a young court reporter during the criminal trials of the doctors who performed the medical experiments. I’ve read this book, and it goes into great detail about the experiments performed (with rather shocking photographs), why the doctors performed the individual experiments, and what the results actually were.
I also suggest that you check out the website for the United States Holocaust Memorial Museum in Washington DC (http://www.ushmm.org/). There is a huge amount of information on their site, and I think that if you contacted them directly they would be of great help to you.