Anne 'O Brien does some good historical fiction if you like a purely escapist read along the lines of Phillipa Gregory (not high brow lit tho).
I must admit I'm a bit of a historical lit affecionado, although my tastes admittedly run to the trashy. Suzannah Dunn is another good 'un, her books are suprisingly moving but again not high brow literary stuff like Wolf Hall. Nothing wrong with a good ole genre read though.;)
Trying to write my own historical romance at the moment, set in Tudor England. Wish me luck it'll probably take me a year to complete, I'm a terrible procrastinator...