One of the best historical (semi-)fiction novels I've read, Roma by Steven Saylor, tells the history of Rome from the stone age all the way until the last century BC when the republic becomes an empire. In the novel, you follow many generations of a prominent family throughout the history of Rome. Through their eyes, you are guided through pivotal moments of Rome's history. So while you are following somewhat fictional characters, the major storyline, other protagonists and the background is historically correct. Definitely recommended for anyone interested in this stuff.
The author also tries to give plausible explanations to much of the Roman mythology, many revolving the origin of the city (Romulus & Remus and earlier also the involvement of Hercules and Aeneas of Troy). You see how these myths might have originated, which is very intruiging.
There's a sequel where you follow the same family through the early years of the Empire as well.