My favorite Victorian novelist is Anthony Trollope, and I would highly recommend that anyone interested in the period check him out. Most of his novels are set in the mid-1800s, and he has a real nack for character depth. Also, he pays particular attention to female characters, and there are always a myriad of women running around his novels. I found that interesting because it's commonly thought that ladies in the Victorian period had nothing to do. His conceptions of the Lady and the Gentlemen have been examined extensively, and Henry James has written several essays on how inappropriate and un-fiction-like his narrative voice is. I love Henry James (Potrait of a Lady, specifically), but he's got nothing on Trollope, in my opinion. He's very prolific, however, and so if anyone has the sudden urge to go pick up one of his books, I'd suggest beginning with either: The Eustace Diamonds, or Small House at Alington. Several of his novels take place in the same fictional county, and the characters overlap. These novels are referred to as the Chronicles of Barset, and Small House is one of them.
Also, most Victorian literature focuses on extreme detail. The minutae of day-to-day life is what really fascinated the Victorians, and authors such as Elizabeth Gaskell are excellent references, as well. Trollope can be a lot of fun, but Gaskell is really quite pastoral and to really get an idea of what life was like for middle-class folk — especially women, again — I'd suggest reading her work as well.
Yay, Victorians.