If you like your historical fiction with a bit more history, then Bernard Cornwell just bight be who you are looking for. This series follows Richard Sharpe, a Sgt in the British infantry in India 1799 to where he managed to save the life of Arthur Wellesley, who rewards him with the dubious honor of making him an officer. Of course there is nothing the Army hate more than an enlisted man who makes the jump to officer. Sharpe eventually goes on to join the Green Jackets, a specialist regiment or skirmisher using the new rifles instead of the traditional muskets.
Sharpe's career follows closely that of the mans life he saved, the future Duke of Wellington. After a few adventures in India, Sharpe heads to Europe and the fight with Napoleon, managing to be in almost every major battle in the war (Including one naval battle). Cornwell's well researched descriptions of the fights along with the addendum at the back of each novel describing the differences between the fictional account and the historical records make the series an educational as well as enjoyable way to spend a few hours time.
Though not written entirely in chronological order, each book includes the date of the events described so it is fairly easy to get the whole take in the right order reading it. Though Cornwell still occasionally inserts a new one in between the existing stories, but that he maintains the continuity very well.
Sharpe's Tiger- Seringapatam, 1799
Sharpe's Triumph - Assaye, September 1803
Sharpe's Fortress - Siege of Gawilghur, December 1803
Sharpe's Trafalgar - Trafalgar, October 21, 1805
Sharpe's Prey - Copenhagen, 1807
Sharpe's Rifles - Galicia, January 1809
Sharpe's Havoc - Portugal, Spring 1809
Sharpe's Eagle - Talavera , July 1809
Sharpe's Gold" - Almeida, August 1810
Sharpe's Escape - Portugal, September 1810
Sharpe's Fury - Barrosa, March 1811
Sharpe's Battle - Fuentes de Oņoro, May 1811
Sharpe's Company - Badajoz, January to April 1812
Sharpe's Sword - Salamanca Campaign, June and July 1812
Sharpe's Skirmish - Tormes, August 1812
Sharpe's Enemy - Portugal, Christmas 1812
Sharpe's Honour - Vitoria, February to June 1813
Sharpe's Regiment - Invasion of France, June to November 1813
Sharpe's Siege - Winter Campaign, 1814
Sharpe's Revenge - Toulouse 1814
Sharpe's Waterloo - Waterloo 15 June to 18 June 1815
Sharpe's Devil - Chile, 1820-21
If you've seen the BBC Series, there are few differences between the books and the episodes, but they translate pretty well.