Shamshir brought up Colleen MCCoullough's Rome series in the Rome HBO thread and I thought it would be a good idea to share great books of historical fiction - and alternate historical fiction as well.
I'll start - McCollough's 7 book series is quite good.
Also - Ken Follet's "The Pillars of the Earth" about Medieval England. I've got but haven't begun the sequal which was just published, but heard it wasn't as good as Pillars.
Also, John Jakes "North and South" series. The first two books North and South and Heaven and Hell are excellent works about the era of the Civil War