I'd go for 'The Difference Engine' by William Gibson. Its one of the few books I've read that is just 'steampunk' pure and simple. Also its a great sourse of Victorian gutter slang!
Another good choice would be the 'Flashman' series of books byGeprge Macdonald Fraser.
Not really steampunk but they are a great and fun way of getting to grips with the history and attitudes of the 1800s. Very atmospheric and so well written and researched.
Also be sure to look at the books list on Brass goggles for more recomendations:
http://www.brassgoggles.co.uk/brassgoggles/category/books