The Game is the seventh in the Mary Russell and Sherlock Holmes series by Laurie R King. It has dropped to $1.99 at Kindle US. I've read and enjoyed pretty much all of this series.
link:
http://www.amazon.com/dp/B000FC1AG6
Note (marginally connected to this topic, since the Great Game period provides background for King's
The Game): I've really enjoyed reading some of Peter Hopkirk's non-fiction titles about the Great Game, so if you get inspired by some of the fiction set in this period and want to read up on the actual history, Hopkirk's books are not too ridiculously expensive and get generally good reviews. And what was going on during that period is so wild that the non-fiction practically reads like fiction

. I especially like the book where Hopkirk traces Kipling's Kim's route in modern day India and Pakistan, which especially ties into this book, but I've enjoyed all that I've read.