Sarah Smith's novel Chasing Shakespeares reminded me strongly of The Rule of Four, but with slightly better writing, and to a lesser extent Matthew Pearl's newest, The Poe Shadow (with its mix of history, research and fictional storyline).
In Shakespeares I liked the premise a bit more than the product, but Smith's book is certainly an interesting read and a good basic introduction to some of the many questions that continue to surround Shakespeare's life, most importantly of course the issue of whether he actually wrote the plays that have been attributed to him. It made me want to go out and read more, which I suppose is what any good book (fictional or otherwise) should do. A good starting point is the book's website, which happily for me, footnote junkie that I am, contains complete references and a full bibliography. Oh joy!