I can't recommend a novel but I can recommend a non-fiction that is every bit as gripping as ASOIAF. I've read the whole lot of it so I am sure of my comparison.

The Hollow Crown by Dan Jones is a stunning read. Although if you're in America I think it might just be called The Wars of the Roses. He takes you through the whole shooting match at a galloping pace and its thoroughly entertaining as well as putting together a very clear and easy to understand narrative for what is a very complex series of events that took place over a few generations.

However, before you read that, read The Plantagenets, also by Dan Jones. You could call it the prequel I suppose, certainly its the predecessor, covering English history from around 1100 up until the start of the wars of the roses, and to be honest with you, not only is it a really useful (and in my opinion necessary) background to the wars of the roses, but its actually, even more intriguing enthralling and exciting than The Hollow Crown. Its an absolutely fantastic book and you can pick out the various events and characters that have clearly influenced GRRM throughout. If Henry IIs reign and the exploits of Eleanor of Acquitaine don't satisfy your need for an exciting story of real events that echo ASOIAF then I will eat my hat.

I've read a lot of history books and yes many of them are dry and boring. These two are definitely not that! In fact I'd say the Plantagenets is possibly the best non-fiction I've ever read. You'll forget you're not reading a novel.

Alison Weir wrote The Princes in the Tower in 1992 and then followed it by a prequel The Wars of the Roses in 1995. I highly recommend them if you don't want a lot of the dry stuff in between events. She writes a solid narrative. Start with the Wars of the Roses then read the Princes in the Tower. Another good prequel she wrote worth a read (although not really dealing with the Wars of the Roses) is Katherine Swynford, which details the beginnings of the Lancastrian line.