I'll add my favourite historical novel to the mix; Steven Pressfield's
Gates of Fire. At heart a re-telling of the Battle of Thermopylae, it also provides a little (and quite accurate, based on what we know) insight into life in Spartan society at the time. The book is extremely well written in my opinion and does not require any advance knowledge of, or even interest in, the period, but of course either would make it all the better.
There's also
Name of the Rose by Umberto Eco, a masterfully concocted mystery set in a late medieval monastery. Without shadow of a doubt one of the best books I have ever read, regardless of genre.
Eco's
Focault's Pendulum is equally good, but a much heavier proposition. It deals with a trio of friends who set out to create an occult hoax, but end up turning into believers themselves. It is often called "the thinking man's Da Vinci Code" and certainly require far more of the reader than that particular piece of pulp fiction.
Of the few non-SFF books I've read relatively recently,
Shantaram is a wonderfully entertaining modern adventure yarn by Gregory David Roberts, while Ildefonso Falcones'
Cathedral of the Sea is another historical drama, set in late medieval Barcelona and with the construction of the Santa Maria del Mar as a backdrop. An engrossing story, well told.