Weel the concept as a Sub-genre has been knocking around for some time now but as far as its more contemporary face goes I would recommend the following key novels to you:
The Difference Engine - Gibson and Sterling *Probably still the seminal work in this Sub-genre. A modern classic.
Perdido Street Station - China Mieville *A great novel from one of the best in the business.
Mainspring trilogy - Jay Lake *I own the set but am yet to read.
The Anubis Gates - Tim Powers *Another great novel.
His Dark Materials - Philip Pullman *One of my personal favourite series.
The Diamond Age- Neal Stephenson *Pretty much anything Neal turns his hand to is great.
Age of Unreason Quartet - Greg Keyes *Another set I own but am yet to read. Given this is the same author who wrote the largely high quality Kingdom of Thorn and Bone series; probably a good bet.
A Nomad of the Time Streams - Michael Moorcock *From one of the giants of the genre.
Lord Kelvin's Machine - James P. Blaylock *part of the anthology quoted below.
Steampunk trilogy - Paul Di Fillipo *I haven't got this set but have been wondering about getting it.
Also I recently purchased the
Steampunk anthology edited by Jeff and Ann Vandermeer, which is a very good way to be introduced to the Genre including a marvelous historical perspective on Steampunk as provided by Jeff Vandermeer.
Good luck....