Read Heart of Darkness, too, just some months ago but for the first time. Of course I knew about it for years, as inspiration for Apocalypse Now and in turn partially inspired by historical persons like Leon Rom. And I have to say - I was rather underwhelmed. I´m not completely sure why. While the language is very much able to project the impressive visuals and the story is within an interesting topic it simply does not create real interest or tension for me. While the story already progresses I wonder when it will finally begin. Even the action on the river feels so tame to me. So much description with so little happening. Maybe it is just the aged language that makes me not enjoy the novel. Strange thing ...
What I reread quite often is The Commodore, the first-written (though chronologically later) entry of the Hornblower-series by C.S. Forester; novels about a fictional Royal Navy officer in the late 18th and early 19th century. First read it as a teenager, by far not my first historical fiction but one of the earlier military ones. The same is somewhat true for Gisbert Haefs` Hannibal, a novel centered on the Barcid family and associates throughout the Punic Wars.
An about bi-yearly read non-novel book is Wallenstein, His Life Narrated by Golo Mann. It tells about the life and times, and more about the later, of Albrecht von Wallenstein; the Austrian/HRE nobleman who became one of the most impressive, creative and influential people of the 30 Years` War. Somewhat difficult language (at least in the German version, haven´t read the English one), progressing through several decades and an endless number of names and details; the whole is on roughly 1100 thin pages (again depending on version). I think it can be read without any prior knowledge of the era, location or politics because the first chapters will brief you on everything ... in meticulous detail. An awesome book if you are willing to invest time or read over a longer period ... and if you don´t want to read it again you can still keep it for self-defense.