I really loved all of the series of Maurice Druon's Accursed Kings (Les Rois Maudits) about elites in France in the 14th Century. Druon was a member of the Académie Française and so was very, very serious about the truth of the history behind his novel. They are slim little books but there's a lot of them and they are just a delight.

More "serious" literature but perhaps even more detailed in its historical research is Hilary Mantel's Thomas Cromwell series, starting with Wolf Hall, then Bring Up the Bodies and finishing with the very recently published The Mirror and the Light. It's a fantastic immersion into the court of Henry VIII with a protagonist you do not soon forget.

If you can stand the word "countenance" being used every other sentence then The Count of Monte Cristo is one of the greatest historical fictions ever written. It is remarkable how much of our modern revenge novel story is built around this tale. It is also a historical document in itself and as such a fascinating look at the attitudes of the early 19th century. For example Italy is considered to have the worst cuisine and British women are considered the most elegant.

For a modern fiction I have enjoyed listening to Ben Kane's Clash of Empires about Rome's invasion of Greece. The audiobook version is read by Steven Pacey who could make the phone book sound a gripping tale of double dealings.

As someone else has noted if you want historical accuracy you can't really go wrong with the Wolf Hall trilogy just be warned it's a portrait of a man and a time, expect to go for long periods without being driven by a plot. I don't have an issue with that but I know many people have put it down as a result. Also Cromwell has a little bit of whitewashing that even the talents of Hilary Mantel aren't able to prevent jarring out the page at a couple of key moments.