Try:
"Perdido Street Station" by China Mieville, considered to be steampunk so vaguely Victorian and totally excellent

Emma Bull: Bone Dance (kind of cyber punk). She has a new one called "Territory" that I still have to get, I think it's a alternative history Western.

John Crowley's "Little, Big" was excellent. It's more urban fantasy but in a very subtle mannon.

I'm currently reading a book called "The Lies of Locke Lamora" which are set in a fantasy feudal alternative Venice, I'm really enjoying it.

Do a google search, metafilter had a women sci-fi authors discussion that was widely talked about that may have some good suggestions.

My troupe is dancing at BaltiCon in May, and Connie Willis is the special guest.