I would like to recommend The Other Boleyn Girl by Philippa Gregory. It's a fast paced historical novel told from the view of Mary Boleyn, who was Henry VIII's mistress for a few years before he married her sister. The characters are well drawn and I was intrigued enough to drag out my high school English history textbook to research what happened to people eventually. I have read that this story may be made into a movie with Natalie Portman as Anne.