Just read an awesome book by Jenna Jaxon: Betrothed. Historical romance at its best, I was drawn into a world so different from my own. Knights and lords, kings and ladies-in-waiting, Betrothed gives the reader a peek at the privileged lives of noblemen.
Romantic, sure, but I'd never want to live in a time or place in which a woman is used as a bargaining chip to improve the family's station. Or is married off to a man who will more than likely only bed her for the sons she can bear him.
Luckily, the heroine is no wilting flower, actually has a backbone along with brains, so I felt a strong connection with her.