If you're in search of an excellent piece of historical fiction, I can recommend Julian Barnes' Arthur and George, which won all sorts of awards in 2006 (all, so far as I can tell, well-deserved) and was short-listed for the Man Booker Prize. A fictionalized joint biography, the book recounts the (separate but briefly intertwined) lives of Sir Arthur Conan Doyle and George Edalji.
Conan Doyle's name you probably know, but Edalji's may be less familiar - in a nutshell, he was a solicitor who was accused and convicted of committing a series of horrific animal mutilations in Staffordshire during the early years of the twentieth century. Edalji served three years in jail, all the while maintaining his innocence. After his release, Conan Doyle became involved in the case and waged a public campaign to clear Edalji's name.
Using a wide range of actual primary sources from newspaper accounts to letters to government reports and trial transcripts, Barnes reconstructs not only the Edalji case and Conan Doyle's involvement in it, but also other aspects of the mens' lives, including Conan Doyle's long infatuation with Jean Leckie (who would become his second wife) and his studies of spiritualism and the occult.
Well-written and thought-provoking the whole way through.