I was really impressed by Carol K. Carr's India Black. There seem to be a lot of steampunk and vampire series lately, but instead, Carr has made a mystery/espionage series out of the "ordinary" Victorian world and an unlikely heroine: a whorehouse madam.
When she is unlucky enough to have one of her clients die on her premises, while being serviced by one of her prostitutes no less, India ends up in more trouble than she'd bargained for. Initially impressed into service against her will, she teams up with a British agent named French to try to keep Russian spies from stealing British intelligence. The book's setting is excellent, ranging from the filth of the streets of London to the opulence of the Russian embassy, and even includes an exciting car(riage) chase through the snow.
Like I said, with dark fantasy series multiplying like rabbits, this one really stood out for me. There is a second book out in the series, and I am really looking forward to reading it — just as soon as my reading list clears out a little!