This year in history we've been studying the Middle Ages, so my husband suggested I read these books by Stephen R. Lawhead which are set during the Crusades. While this series—The Celtic Crusades—is definitely fiction, it was packed with great historical information. I thoroughly enjoyed reading them over our Christmas break.
Patrick: Son of Ireland, also by Stephen R. Lawhead, was another great historical fiction novel I read during Christmas. Although the majority of the details are by necessity conjecture, the book is based on the life of St. Patrick. Again, it was a fascinating look into the 5th century of Ireland and the falling Roman Empire.
If you're into Arthurian legends, Lawhead also writes a great series entitled The Pendragon Cycle which my husband says is also very good, although I have not read them myself (yet!).