I would start by looking at the bibliographies or research credits listed by other writers of historical fiction whom you admire. Two that come to my mind right off the bat are Patricia Finney aka PF Chisholm (author of the Unicorn's Blood series and the Robert Carey Mysteries), and Margaret George. Finney in particular uses her encyclopedic knowledge and diligent research skills to produce books so engrossing and detailed, you are often surprised to find yourself in present-day when you put them down.Both authors have been generously candid about their resources, so it would be a place to get some ideas what would be useful in researching an historical novel.
There is not a single source for excellent historical fiction. Cate's suggestions are terrific. You could also look at the Dorothy Dunnett Reader which has several of her sources. Otherwise, read, read, read all the non-fiction history you can manage.
Both Cate and kb are correct especially in citing Patricia Finney. I too have found her work an inspiration. I can also recommend CW Gortner for fiction along with Cynthia Harnet . As to other sources, I can only recommend following the same path I have done- essentially go through every historian who writes about the Tudor period. This can include some fairly heavy pieces like GE Elton’s Tudor Parliament studies. Scarisbrick on Henry VIII, Loades on Tudors in general, Starkey on Henry VIII and his wives, Joana Denny. Especially Lacy Baldwin Smith’s Treason in Tudor England and that is the short list. It really depend on what aspect you chose to write is it court based, regional, centred on a single event, a series of characters and so on. The list and derivations goes on. Though one text in particular I would recommend is Liza Picard’s Elizabeth’s London. Good Luck.Regards GregBlogging on the Tudors at http://rednedtudormysteries.blogspot.com/Author-The Liberties of London
The only other piece of advice I would give is, give historical accuracy a true effort, and then give yourself a break. Even Margaret George, whom I adore, has occasional minor wardrobe malfunctions in her books; I assume this is simply because Tudor clothing was not one of the areas she focused AS heavily on in her research. And she is a mind-blowing researcher.Much as some of us may wish it, we will never know everything and anachronisms or "whoops" can sneak into the best authors' work. Robinson Crusoe strips naked, swims to a shipwreck, and then fills his pockets with food. Do the best you can by all means to create a strong historical setting, but try not to be too hard on yourself nit picking the details.
I found one very useful source from previous comments on Q&A:Life in a Tudor Palacehttp://www.amazon.co.uk/Life-Tudor-Palace-Sutton/dp/0750946083Apart from that, use google! Acres of material out there.
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