I really love Jordan L. Hawk's Whyborne and Griffin series - the first book is Widdershins. Basically, the characters are living in a (thinly veiled) H.P. Lovecraft story, but instead of the protagonists going mad, despairing of life, destroying their relationships or acting racist (as in Lovecraft or some of the background characters around them) they live it like a Jules Verne novel or Arthur Conan Doyle fantasy full of adventure, heroism and a love of knowledge. But gay. Very, very gay.

Also features major female characters with personalities and plots of their own, and believable and interesting connections to the protagonists! Sad that something so basic is a thing to trumpet, but sadly, in gay fiction this is the case.