I have a special place in my heart for Chelsea Quinn Yarbro's Count St. Germaine series. St. Germaine (and the many variants he uses over 4000 years of life) is a noble vampire who is the hero protagonist of all the extremely well-researched historical novels. They are romance novels, when it comes right down to it, so they are escapist reading, but smart escapist reading. They always feature strong female characters (sometimes his lovers, sometimes not) who defy the multiple realistic constraints of the times in which they live. She has a shorter series of novels focusing on Oliva Atta Clemens, a early C.E. Roman lady turned vampire, and Madeleine de Montalia, an 18th century French vampire. I can't provide links, but my favorites are Blood Games (early C.E. Rome), Come Twilight (multiple centuries in the Pyrenees), Blood Roses (Black Plague Europe), and one whose title I can't remember but is set in 9th century Saxony and features a woman who takes on a chatelaine role and is an incredible leader and warrior. The Church, of course, doesn't approve.