I like the series featuring Decumus Scotti,
A dance in fire
http://www.uesp.net/wiki/Skyrim:A_Dance_in_Fire,_v1
and The argonian account
http://www.uesp.net/wiki/Skyrim:Argonian_Account,_Book_1
Unfortunately, I haven't been able to find all the books yet. Guess I have to play some more :)