Before Lyra Belacqua, there was Sally Lockhart. Philip Pullman's first, pre-His Dark Materials trilogy featured another strong-willed young woman as its heroine, and the first installment in that set is The Ruby in the Smoke (first published back in 1985). It's a delightfully quick read, targeted at young adults but perfectly appropriate for slightly-less-young-adults as well (or at least this one found it so, anyway).
While the plot (which seems to owe a great deal to Wilkie Collins' The Moonstone), is fairly conventional, Pullman's writing ability carries it through nicely. The characters here are for the most part thinly-drawn and one-note (when they are good they are very, very good, and when they are bad they are horrid, &c.), but for a light-hearted jaunt through Victorian London, you could read much worse.