Bernard Cornwell has a whole series called The Saxon Chronicles. It includes several books, which is a good thing, because once you get hooked, you won't run out of reading material... The Pale Horse Rider, Sword Song, Lords of the North are the parts of the series that I can remember off the top of my head. Cornwell has other books out that are about the Saxons before conversion (Warlord chronicles). If you like Scandy mythology, you'll really like them, too.
Mother of Kings by Poul Anderson is OK, too. It falls under Sci-fi, but that's because Gunnhild (the main character, Erik Bloodaxe's wife) in real life was said to know of whitchcraft (seith), and so the book contains much of that. Robert Low and Tim Severin (as stated above)will do, but they're not my personal cup of tea (although they might be yours), but all that is horse shit compared to Heimskringla, anyhow.