Some of the best books I have ever read were written by George McDonald Fraser. These are the Flashman series. Sir Harry Flashman is a cad, coward, hound and also a British officer. He lives through many of the great battles and campaigns in the latter half of the 19th century ( Sepoy Mutiny, Crimean war, Sikh wars, first Afghan war, Little Big Horn, etc. etc.). Despite his faults, he always comes out on top and is venerated by a blind public. The books are all meticulously researched, usually having several dozen footnotes from contemporary accounts or straight research/history books. Try "Flashman", you will become hooked.