I'm just about to finish up the Aubrey and Maturin series [1] - It's very well written and has a nice balance of character development and action. Some of the stuff that happens seems unbelievable until you realise that O'Brian took an event from real life and just changed the names.

Really makes me want to buy a boat or something :^D

[1] https://en.wikipedia.org/wiki/Aubrey%E2%80%93Maturin_series