Simon Scarrow writes historical novels mainly set in Roman times, but also the Napoleonic era.
Dewey Lambdin's novels are set during the 16th century, in and around the Royal Navy of the time.
Arturo Perez-Reverte writes of 17th Century Spain, most notably featuring Capitan Diego Alatriste (as immortalised by Viggo Mortensen in the movie Alatriste, which I heartily recommend).
Steven Pressfield's novels deals mainly with the Classical world: the Battle of Thermopylae, Alexander, Alcibiades and more. One of my favourite authors.
Mary Renault also writes of Classical Greece and Alexander. Wonderful novels.
Edward Rutherfurd writes of Medieval England and of the Irish Rebellion.
Harry Turtledove's Videssos Cycle might be interesting, even if it is alternative history.
Conn Iggulden is another author with an excellent series set in Rome, as well as one dealing with Genghis Khan.
And finally (in terms of what I can remember right now) are
C. S. Forrester's classic series, Hornblower and
Douglas Reeman/Alexander Kent's midshipman (to begin with, that is) Bolitho.