I have mixed feelings about Voices from the World of Jane Austen (Malcolm Day, 2006). It does provide a decent overview of all aspects of late Georgian and Regency England, and, as the title suggests, is packed with quotations from primary sources. While it focuses most heavily on everyday life in the gentry and middle classes--i.e. Jane Austen's stratum of society--it includes a decent amount of info on the aristocracy and working classes as well. And it includes chapters on war, politics, technological advances, and the like. To me, that's a plus because it's easy as a writer to get so focused on your own narrow area of interest--for me, the military, for many romance writers, aristocratic society--that you forget just how much was going on in the era.
But on the downside, I noticed numerous small errors on the topics I'm most familiar with, errors that weren't so much outright falsehood as oversimplifying to the point of incorrectness. E.g, the book perpetrates the popular myth that almost all army officers were scions of the aristocracy who purchased their commissions. (Some were, but the demand for officers was so high during the Napoleonic Wars that pretty much any tolerably genteel man could get a commission by recommendation without purchase as long as he didn't want an ultra-prestigious Guards or cavalry regiment.) Knowing that, I don't know how much to trust the book on topics like technological advances where I'm not so expert. It's a useful overview, but I wouldn't use it as a sole source on any make-or-break detail in my writing.