Shadowmarch is quite good. I was one of the people who paid for a subscription when he was trying to write it online. He's gone and added quite a bit more to it since. I hadn't realised, at first that it was the first in a series, though, so I was kind of frustrated that I wasn't going to get any resolution by the end of the book.

Strange and Norrell is good; it was another of my late 2004 books.