In Barbara Hambly's Benjamin January series, 1830's New Orleans is vividly detailed.  Evenly paced, her complex characters unfold around plots that explore human motives, love, power and fear, played across all strata of the city's society.  Her settings are richly detailed, illustrating the complexities  of class and culture through descriptions of dress and manners.  Within the maze of who can politely speak to whom, where they can do it, and under what circumstances, maids, slaves, heiresses, drunks and policemen nurture friendships that sustain her protagonists through murders, kidnapping, voodoo assassinations and poorly considered love affairs. Although she writes of a society that maintains a proper veener, her characters are very human, and topics such as religious hypocrisy and same sex relationships are dealt with frankly.

Patrick O'Brian's Aubrey and Maturin is another favorite for many of the same reasons, the historical details are well researched and colorful.  Through the 20 books of the series, even the minor characters develop and evolve, some maturing and blooming into heroes that you love and root for, some simply proving hysterically again and again that some knuckleheads will never change.  Set predominately in the man's world of the 19th century British navy, he manages to almost entirely avoid the topic of same sex relationships, preferring to explore the topics of friendship, loyalty and swashbuckling.  At the end of the last book I still managed to be disappointed that he hadn't written more.