This is the Amazon.com list of historical fiction I created. There are 18 items listed, but a couple of them are out of print. (But worth buying from the used service, I assure you.)
I really like the historical fiction by both Lindsey Davis and Gillian Bradshaw. Both about acient Rome. Davis writes very good mysteries. Bradshaw is interesting as well, but not mysteries.
What a great list Lissa, thanks!
I’m a big fan of Sharon Kay Penman. In particular, Here Be Dragons and it’s follow-ups Falls the Shadow and The Reckoning are three of the best books I’ve ever read. Please check them out.
And John Maddox Roberts’ SPQR series is even better!
For historical fiction about ancient Greece, you can’t beat Mary Renault. Her books cover all periods from the Heroic Age (Theseus) to the Hellenistic (post-Alexander).
Thanks for the compliment.
I add to it whenever I read another good historical fiction novel. (In fact, I just added “Courtesean” by Diane Heager-- a book about Diane Poiters tonight. It was good-- not great-- but good.) I read a lot of books in this genre, so I’ll probably just keep building on it. I try to avoid recommending the books everyone else has on their lists. I figure people already know about those ones.
I liked Ken Follett’s The Pillars of the Earth (about the building of a 12th century cathedral) and A Dangerous Fortune (about a 19th century banking family).
I loved those! Also loved the Follett books Little Nemo recommended.
Thanks, everyone. Lots of promising books to look at. 
Are those similar in style to the Cadfael mysteries?
I loved The Constant Princess and The Other Boleyn Girl, but I haven’t found her other works quite so satisfying. I spent the entire length of The Virgin’s Lover wanting to slap Robert Dudley for being a complete bastard, his wife Amy for being a spineless sap, and Elizabeth for being so self-absorbed and wishy-washy and neurotic and childish–it was one of the most irritating books I ever read. Philippa Gregory really has this ridiculous hate-on when it comes to Good Queen Bess.
And for the love of God, don’t pick up anything in her Tradescant cycle (The Virgin Earth among them). 200-odd pages of okay plot in 600 tedious pages of text.
As far as historical fiction goes, I recently got Sarah Dunant’s In the Company of the Courtesan, and it’s fantastic. Ann Rinaldi’s stuff (A Break with Charity, An Acquaintance with Darkness, Hang a Thousand Trees with Ribbons) is geared towards slightly younger readers, but still compelling.
Also see if you can pick up The Book of Eleanor (I forget the author, sorry) or The Serpent Garden and The Oracle Glass by Judith Merkle Riley. Interesting stuff.
Pamela Kaufman.
It’s a first person “autobiography” of Eleanor of Aquataine. I loved it.
In that vein, Margaret George’s “Autobiography of King Henry VIII” is a big, juicy read. She gets some of her facts wrong but it’s vastly entertaining. I also liked her “Cleopatra” and “Helen of Troy.” (Didn’t enjoy “Mary Magdalene” at all.)
Any and all of the** Flashman ** series by George MacDonald Frazer. Hilarious adventures of a cowardly, lecherous , bullying scoundrel and hero of the British Empire. Frazer knows his history (The stories cover the period of about 1840 up to just before WWI) and you will learn as well as be entertained.
I’ve never read those but I saw a couple on Masterpiece Theater. Based on that – maybe so, maybe not. Brother Cadfael’s world-view is entirely formed by medieval Christianity. Decius Caecilius Metellus is no Christian – living, as he does, before the birth of Christ – nor is he any kind of a monk. 
But his sensibilities are somewhat similar to Cadfael’s, in that he entirely accepts the values of the society in which he has been raised, and in that he takes those values rather more seriously than most of his peers, he is deeply and fundamentally honest, and he will not let any deception or hypocrisy rest in concealment. Which is, after all, quite typical of the heroes of detective stories.
I was going to recommend Mary Renault, but her books aren’t so fat. They are very well written and observed, though. I read a few of them before going on holiday to Crete. The Bull from the Sea, about the Minoans, is particularly good.
If you’re looking for fat, complex, historical novels, you can’t go past the wonderful if sadly late, Dorothy Dunnett. Her Master of Lymond series which starts with “The Game of Kings” is an exemplar of historical writing. If you like your plots complex, your characters full-blooded and in multitudes, I don’t think you can do any better if you haven’t read them already. The novels start in 16th century Scotland, but cover a lot of ground before they return to Scotland six books later.
Dunnett also wrote a series set in the fifteenth, the House of Niccolo series. I’ve only read the first in the series, and I think for me it suffered because I read it too close to the heels of Francis Lymond, so that Nicholas suffered a bit in comparison. But even then Dunnett is head and shoulders above most other historical novelists.
I second Lissa’s recommendation for “A Vision of Light”. There is a sequel to it as well, but I can’t remember what it’s called and can’t find my copy. The books are very loosely based on a real woman called Margery Kempe, who is a treat all by herself, if you can find a copy of her book.
Having looked it up, I see that Judith Merkle Riley has written not one but two sequels to “A Vision of Light”. She also wrote “The Oracle Glass” set in 17th century Paris, which I enjoyed.
A favourite novel of mine, which I’ve suggested before I think, is “Freedom and Necessity” by Emma Bull and Steven Brust. It’s sort of a fantasy novel, but the fantasy element is very slender, it’s really a complex epistolary mystery novel set during the Chartist uprising in Britain during the nineteenth century. My paperback edition comes in at nearly 600 pages.
Another writer worth looking out for is Christie Dickason. I’ve read her “The Lady Tree” a couple of times just because I like it so much. It’s set in the 17th century, and involves a botanist with a dangerous past who becomes involved in the tulip frenzy. There is a sequel which I own, but haven’t got around to reading.
Another suggestion would be Diana Norman. I’ve read her, “The Daughter of Lir” which is set in the 14th century, from memory. It’s been a long time since I read it, but it was a fairly gritty story of a young woman sent off into a dangerous marriage, who has to learn to survive in medieval Ireland. Norman has written a number of more recent novels which I haven’t read, but which sound like fun.
And if you don’t mind historical fantasy, Alice Borchardt’s series which start with “The Silver Wolf” are fun. Set in 8th century Rome, there’s lot of political machinations, which I enjoyed, I do like my plots complicated. Borchardt is Anne Rice’s sister, but don’t let that put you off. 
Other people have given you historical fiction, and so I won’t add to that, but you also asked for Southern fiction (and mysteries), so might I suggest, first, “Chiefs” by Stuart Woods, which is a novel about serial killings, the police chiefs who try to solve the mystery, and social change across 3 generations in a small Georgia town.
Secondly, I’d reccomend Donald Harrington’s Stay More novels, starting with “The Architecture of the Arkansas Ozarks”, which introduces you to the town of Stay More, Ark. and its inhabitants.
I would highly recommend anything by Noel Barber - great for modern historical fiction. You could also sink your teeth into some of Wilbur Smith’s novels, particularly the Courtney/Ballantyne books, which span generation after generation of the families, through their migration from England to Southern Africa.
I totally agree, although I did enjoy The Virgin Earth, at least up until the last 1/3 of the book. She was really at the top of her game when writing about the early colonists in Virginia but as soon as she turned back to England, the story deflated. I skimmed the last 100 pages.
I was coming into this thread to recommend Diana Gabaldon’s series Outlander, but I see someone’s beat me to it again. That’s the best historical fiction I’ve ever read, period.
A close second to that is The Winthrop Woman by Anya Seton. It was recently rereleased with a much better cover but don’t let the romance-novelish cover of the original fool you. It’s a damn good read. It’s the story of a early American colonist who comes to America with her Puritian family and then strikes out on her own. It’s based on a true story. It’s the only book I’ve read in several years that actually made me cry at the end, not because it’s all that sad but because the book was ending and there isn’t a sequel. :o
An Anglophile I know says The Other Boleyn Girl is riddled with inaccuracies, so if that sort of thing bothers you, I’d skip it.
My recommendations? Gary Jennings, sure – but there are some things in his books that are hard to stomach. I liked Raptor and Spangle the best.
Cold Mountain I loved, although it takes a beating in some quarters. I think it was all the hype. I read it when the book was hot off the press and I hadn’t heard a thing, and I loved it.
Lonesome Dove, as always, is my standard recommendation. I’m re-reading it right now, as a matter of fact, probably for the sixth or seventh time.
No one does it like James Michner when it comes to big, fat historical fiction. The trouble is, a lot of it’s boring. I can’t think of ONE of his books I’ve actually gotten through, although I remember giving Centennial, Poland and Texas each a try.
The Eight is good if you like your historical fiction bound up in mystery, too.
I suspect you’ve read many of these, but oh well: maybe others reading this thread will give them a try, too.