Sacred Hunger by Barry Unsworth; his Morality Play tickled my mystery sweet-tooth, but this well-plotted, thoughtful, moral adventure left me breathless.
The Way We Live Now by Anthony Trollope. There is no such thing as a boring Trollope, but this one features a poor lady writer of great ambition.
In the Cut by Susanna Moore. Moore gets grisly with this one, with an ending that stays with you.
Net of Dreams - or really any book by Ellen Gilchrist, mistress of mood, character, and serendipity.
Anything by Anne Perry. Mysteries, mysteries, and more mysteries - all in a properly Conan Doyle setting.
And of course: Walter Mosley's RL's Dream, Armistead Maupin's Tales of the City, Henry James' The Golden Bowl, and the whodunits of James Lee Burke, Karen Kijewski, Linda Barnes, and Kate Ross.