Oddments of information about the Regency era (by no means encyclopedic). Not all of these are utterly reliable–What Jane Austen Ate, etc., is fun but has errors even I found; some biographies are baldly partisan (pro or con). My best advice: read as much as you can and make up your own mind!
History/Manners/Life
George IV, The Rebel Who Would Be King, Christopher Hibbert, Macmillan, 2002
George IV, Regent and King, Christopher Hibbert, Harper and Row, 1975
George IV, Christopher Hibbert, Penguin, 2002
Nelson, Oliver Warner, Follett Pub., 1975
Wellington: The Years of the Sword, Elizabeth Longford, Harper and Row, 1969
The Prince of Pleasure, Saul David, Grove Press, 2002
What Jane Austen Ate and Charles Dickens Knew, Daniel Pool, Simon and Schuster, 1993
Georgiana, Duchess of Devonshire, Amanda Foreman,
Perdita, the Literary, Theatrical, Scandalous Life of Mary Robinson, Paula Byrne, Random, 2006
The London Monster, a Sanguinary Tale, Ian Sonderson, DaCapo Press, 2001
The Maul and the Pear Tree, P.D. James and Thomas Critchley, Warner Books, 2002
The Hellfire Club, Daniel Mannix, I Books, 2001
1811 Dictionary of the Vulgar Tongue, Francis Grose
An Elegant Madness, Venetia Murray, Penguin, 2002
Memoirs, Harriette Wilson
Places
The A to Z of Regency London, Harry Margary/Guildhall Library London, 1985 — maps of London from the period itself. Fabulous.
Walking Notorious London, Andrew Duncan, Passport Books, 2001
Dr. Johnson’s London, Liza Picard, St. Martins Griffin, 2000
London, Biography of a City, Christopher Hibbert, Longmans, 1969
Clothing/Style
Flaxman’s Illustrations to Homer, John Flaxman, Dover, 1977
Ackerman’s Costume Plates (1818-1828), ed. Stella Blum, Dover, 1978
20,000 Years of Fashion, François Boucher, Abrams (no date given)
What People Wore, Douglas Gorsline, Bonanza Books, 1959
Patterns of Fashion I: 1660-1860, Janet Arnold, Drama Publishers, 1977