I am halfway through Nelson's Trafalgar by Roy Adkins and I'm having a hell of a time. It's 'popular history' and is not terribly academic but it's fantastically done. I couldn't imagine a better introduction into to that whole time period.

I didn't know anything about late 18th/early 19th century besides watching Master and Commander, but this book provides sufficient introduction on that topic before getting into the battle itself.