If you like the Sun Also Rises - then For Whom the Bell Tolls and A Farewell to Arms are pretty straightforward.
J G Ballard's Supercannes or Cocaine Nights are pretty good.
Kate Furnivall's The Russian Concubine.
Iain Banks - The Crow Road and Whit, also the Player of Games if you like SF
In addition Daisy Hay's The Young Romantics is a pretty good biography of Byron, Keats and Shelly