[maddz]

You could try Chelsea Quinn Yarbro's St Germain Cycle, although the later installments can be a bit formulaic. However, they tend to be expensive even as ebooks, but do occasionally drop in price. They are very well researched vampire novels covering at least 2500 years of history.

It's difficult to say whether St Germain changes much - the first published, Hotel Transylvania and The Palace are set in Ancien Regime France and Renaissance Florence respectively, and St Germain's origins are in prehistoric Romania. The earliest setting used is Ancient Egypt, and the entire series so far features Imperial Rome or later. The Ancient Egypt setting (Out of the House of Life) is actually a braided story with St Germain telling his 'child' (Madeleine Montalia from Hotel Transylvania) about his experiences there while she is excavating the site in the early days of Egyptian archaeology.