Steven Saylor has a magisterial command of the 1st Century B.C. Roman world and a remarkable instinct for the grand sweep of history. His hero is the "finder" Gordianus, an endearing and dogged sleuth who is not overawed by giants like Caesar, Cicero, Pompey and Marc Anthony. Highly recommended.
http://stevensaylor.com

Another entertaining writer in the "sleuth in sandals" genre is Linsey Davis who mixes dastardly deeds with clever detective work by Marcus Didius Falco and serves it up with a bracing dash of English humor.
http://www.lindseydavis.co.uk

Lovers of the miles gloriosus should indulge themselves by reading British author Conn Iggulden's Emperor novels. Light but entertaining and informative.
http://www.conniggulden.com

More in the same genre comes from the prolific pen of Michael Curtis Ford whose tales of mayhem range from 5th century Ancient Greece to Attila the Hun. An exciting way to brush up on your history.
http://www.michaelcurtisford.com

Specializing in war stories set in classical Greece, Steven Pressfield is highly regarded for his painstaking attention to historical accuracy and stirring battle scenes.
http://www.stevenpressfield.com

A valuable site for historical fiction fans that lists hundreds of upcoming titles by date.
http://www.historicalnovelsociety.org