Wow, so many great suggestions. I have read a lot of them already but lots I have not. I just found a series lately that is an excellent read. It is Jack McGee's series of the the Bow Street runners.
http://www.amazon.ca/Ratcatcher-Jame...2476344&sr=1-1
This is the first one of 3 books and I couldn't put them down. Only thing was I had to get them in paperback as I couldn't find them as an e book.