Yes the Saxon series are excellent. I quite enjoyed the Arthur series too. They presented a believable historical Arthur (as far as any one is able to).
Writing in that earlier time period is VERY hard sometimes. I discovered that when writing Fiction set in the late 6th and Early 7th century. Richard's Ramblings Post Topic Shedding light on the Dark Ages
is a blog entry I did about the difficulties if you are interested.
Bernard Cornwell is my favourite historical fiction author and i think he has got better with the passage of time.