I am a fan of Bernard Cornwell's 'Sharpe's Rifles' book series. It follows the career of a fictional soldier in the British army from around 1795 through the Napoleonic War period. Sharpe winds up participating in almost the major battles of the era. There was also a British series of TV movies based on the books, where Sean Bean played Sharpe; I have the complete series. The series includes one of (for me) the most despicable villains in all of fiction: Obadiah Hakeswill, played on screen by the terrific Pete Postlewaite. And Sharpe's most engaging best friend, Sergeant Harper (played wonderfully on screen by Daragh O'Malley ).
There are three writers whose historical fiction I enjoyed reading and who I think were passably accurate;
James A Michener; I read and enjoyed: The Source; history of Judaism, Poland, self explanatory. Hawaii; self explanatory, Centennial , written for the US bicentennial, Caravan; Afghanistan.
Frank Yerby (1916-1991) an African American writer , born in Augusta Georgia, he wrote extensively about the antebellum South.especially . Perhaps not a big deal today, but it certainly was when most of his books were written. EG "The Foxes Of Harrow" was written in 1946. None of his books featured a picture of him.
His novel about Christianity, saints and all that, "An Odour Of Sanctity" is also worth reading. I've read most of his books; rattling good yarns, written with wit and clarity.. Also "Judas, My Brother", about early Christianity, is pretty good. When it is understood that he was a southern black American who grew up in the first half of the twentieth century, it's a bit easier to understand his cynical and at times bitter attitudes.
Finally, to my favourite; Dennis Wheatley (1897-1977), because I've always thought his books were well researched. He wrote about 70 novels. I've read about 50. My favourites are The Roger Brook stories, which are set during the French revolution and the Napoleonic wars. The photo of him in the below reference I think sums him up succinctly.
Any Louis L'Amour book. My personal favorite is "The Walking Drum." It would have been an awesome series had L'Amour lived long enough to write the succeeding books.
I thoroughly enjoyed "The Dark Eagle" by Harr, about Benedict Arnold. I only picked it up because it was on clearance, but was pleasantly surprised. Arnold is a great topic for fiction, internet message boards, what if's, etc.
Last but not least Harry Sidebottom's "Warrior of Rome" series. I appreciate his historical fiction circa ancient Rome told from a perspective other than the emperors and their court.
In my opinion the best historical fiction of the 20th century is The Name of the Rose by Umberto Eco, and the best historical fiction of the 21st century (thus far) is Wolf Hall by Hilary Mantel. Both are that exceedingly rare combination of legitimate historical accuracy and authenticity as well as beautiful and engaging prose.
Of the medieval period - Graham Shelby, Georgette Heyer (yes, that Heyer)'s non-romance 'My Lord John', Grace Ingram's 'Red Adam's Lady' gives a good feel for the medieval period as well as a good adventure, Sharon Penman's 'The Sun in Splendour' is the best Richard III faction I know. Caroline Roe has a series set in Renaissance Spain.
For Japan I'd choose Lucia Robson's 'Tokaido'. Van Gulik's Judge Dee series always deserves a yay.
classic: I'd pick 'The Praise Singer' as the best Renault. Rosemary Rowe has an exceptionally solid and detailed Roman Britian in her detective series. Anything by Gillian Bradshaw is worth reading. Margaret Doody's 'Aristotle, Detective'; though none of the sequels were nearly as good.
A Paleolithic adventure is Kurten's 'Dance of the Tiger'. I didn't like its sequel, either.
Willoughby Sharp's 'Murder in Bermuda' is first rate, if the 1930s isn't too recent for you.
I will echo the earlier recommendation for Umberto Eco's "The Name of the Rose". This is a true gem of historical fiction with rewarding philosophical and theological undertones.
I would also highly recommend C.S. Forester's entire "Hornblower" saga as a fictional gateway into the history of the Royal Navy. The subsequent television adaption is also worth looking into.