I would recommend Robert Harris -- his series on Cicero and Rome is excellent (Imperium, Conspirata).
For something different, I would also recommend Follett's Jackdaws -- its about women spies in WW2. A fairly unique subject.
Of course, I would also suggest my own historical thriller THE MARLOWE CONSPIRACY. It's set in Elizabethan England and involves Christopher Marlowe and William Shakespeare teaming-up to expose a high-level government conspiracy!