I have been reading Chelsea Quinn Yarbro's Saint Germain vampire novels for the past 20 years and they are really great books. The historical detail and knowledge that she puts into every story is really amazing. I find her books more interesting to read than Anne Rice's because I have always felt like I was 'inside' her books and not looking in.
She based the character on a real life man who lived during the court of Louis the XIV. He claimed to be immortal, an alchemist, and he was a good composer. The real Cassanova actually wrote about him a little bit in his memoirs.
She has written over twenty of them so far, including some about other vampires that he created. Each book takes place during a different era in history. Since Saint Germain is over 4,000 years old she hits quite a few important eras in history. Even though each may be set during a different period of time, they each deal with how humans can be petty and evil and act like monsters. While Saint Germain, a vampire, is more human than most of them could ever hope to be.
Some of my favorites:
Blood Games - This book takes place during the reign of Nero in ancient Rome, and it concerns itself with Saint Germain saving a woman who is being brutalized by her husband.
Out Of The House Of Life - Concerns Germain's protege Madelaine, and her adventures while an achaeologist in 1820's Egypt. There are several flashback scenes which explain Germain's past in ancient Egypt and how he became an alchemist.
Come Twilight - Takes place mainly during the wars between the Spanish and the Moors, in which a vampire that he creates turns into a cult type leader of her own pack of vampires in northern Spain.
I have every single one of her books, most of them in hardcover.