I enjoyed Meljean Brooks' "Iron Seas" series, and Katie MacAlister made an amusing foray into steam punk with "Steamed." I don't know if that last one really counts, per se, but it was funny.
I'm pretty sure I've read a couple of others, too, but I can't find them offhand.
Almost forgot - I've read some steam punk short stories by Grace Draven that I also enjoyed.