Every time I read through this thread I remember more books that line up as my favorites.

Annamill - I love most of McCaffrey's work. If you want a strong feminine hero with a truly tragic story try C. J. Cheryh's Morgaine series. I love them. As the stories develop she goes through an awesome emotional reversal in her relationship with Vanye her companion and bodyguard.

Kendall - If you like Forrester's Hornblower you should try Patrick O'Brian's Aubrey and Maturin. O'Brian has a wonderfull sense of language that makes reading the books a real treat. I had to get some reference books from the library to understand some of the technical details of sailing an 18th century ship and I had to read with a good dictionary at my elbow. It's been years since I needed to do that.