I have just completed the first two books of Robert Harris' fictional account of the life of M. Tullius Cicero: Imperium and Conspirata. The first is concerned with Cicero's rise to the consulship, while the second tells the story of Cicero's suppression of the Catalina's conspiracy, and the rise of Caesar. The stories are told as if a biography written by M. Tullius Tiro, Cicero's personal secretary,stenographer, and eyewitness to the death of the Republic. Tiro is, not unexpectedly, a partisan of Cicero and paints a none too flattering portrait of Caesar. Harris, unlike some authors, is very careful to get his facts rights, and as journalist, tells a convincing and engrossing tale.
I also want to put a plug in for the "Roma Sub Rosa" series by Stephen Saylor as well as his books set during the Republic and the Principate. The Roma Sub Rosa series concern the activities of Gordianus the Finder who is a detective. Saylor's invetive stories are seamlessly interwoven with historical fact, e.g., the trial o Sextus Roscius, the murder of Publius Clodius Pulcher, the Cataline Conspiracy ( Saylor is much more sympathetic to Catalina than is Tiro (Harris)) to name a few.
Roma and Empire, also by Saylor are expansive fictional accounts of the founding of the city through the reign of Hadrian as seen through the eyes of the members of two historic clans, the Potitii and the Penarii. Reminiscent of Michener's Hawaii , these novels, like his Gordianus novels, seamlessly weave history and fiction for highly enjoyable reading.