Historical fantasy is often plagued with melodramatic story lines, two dimensional characters, and horrible dialogue... fortunately there are a few exceptions.
Although I look forward to seeing HBO's Game of Thrones, I must admit I wish Guy Gavriel Kay's novels were adapted to the silver screen, perhaps more so. Partially because he doesn't leave you starving for years on end, delivering a juicy tale of intrigue and romance with one healthy serving. Like many authors, usually their sophomore years prove to be the most successful. Quite a few of my friends agree, it wasn't until after Tigana that Kay hit his stride. Looking for something to tide you over while you wait for Game of Thrones? There are plenty of options...
Best of the best:
The Lions of Al-Rassan by Guy Gavriel Kay
Sailing for Sarantium & Lord of Emperors by Guy Gavriel Kay
Name of the Wind by Patrick Rothfuss
American Gods by Neil Gaiman
The Blade Itself by Joe Abercrombie
Doomsday Book by Connie Willis