The Bullet-Catcher's Daughter: The Fall of the Gas-Lit Empire, Book 1 - Rod Duncan
This, my friends, is how you create a world.  And populate it with a great character -- and serveral really good supporting characters.  Oh, and manage to tell a rollickingly good story while you're at it.  
The back of this book says that this is supposed to be shelved in "Fantasy," which is just about the last thing that I'd have put it under, but . . . sure, why not?  This is a very alternate history -- 1973, but operating on Steampunk-ish technology after a global moratorium on technological advancement (this is just a quick and dirty summary, read the book to really get it). Edwin Barnabus makes ends meet (and that's about it) working as a Private Intelligence Gatherer with a little help from his twin, Elizabeth, they're looking for the missing brother of a Duchess -- who is more than capable of helping ends meet for quite a while.
Here's the thing: Edwin doesn't exist.  And underneath her Victorian-era dress, Elizabeth keeps fairly decent disguise so she can go out and about as a male when necessary.  There is one pretty noticeable flaw with her disguise, but she's pretty good at covering it up -- but the fact that's there's such a chink in her armor makes me like it all the more.
Elizabeth is smart, resourceful, kind -- and haunted by a threat from the past.  You can easily see this as a later entry in an ongoing series, sort of where everything Elizabeth has worked to establish is jeopardized.  The search for this missing brother will push Elizabeth to her extremes, as she dodges debt collectors, representatives of two different pseudo-governmental forces, and some very driven circus performers.
The narration is crisp, and Elizabeth is charming.  Her few friends, and at least one person who may be some sort of ally -- or patient enemy -- are well used to round-out her universe and give her the aid she needs to get the job done.  
Give it a shot. This is the first of a duology, and I'm afraid that just might not be enough.