Not Hornblower. Before I would read Hornblower, I would read the Jack Aubrey books, or better yet anything by Captain Marryat (who was actually there at the time.) My objection to Hornblower is that he is just a neurotic 20th century man in early 19th c. dress. He doesn't talk or think or feel like a man of that time, Forrester was great on the historical detail but poor on dialogue and characterization. Kipling, YES. Stevenson, YES (two of my favorite authors -- and both MASTERS of dialogue and character. Kipling could get inside his characters' heads in an incredibly perceptive way -- read any of his late short stories. Alan Breck Stewart and Long John Silver come to mind as two of Stevenson's tours de force -- you can't HELP liking them, even though they are both bad guys! On the other hand his James More MacGregor is a very unlikeable rogue.)
I like Henty for what he is (boys' books that are a little heavy handed in the dialogue but lots of history and action); another similar writer that is very pleasant to read is Horatio Alger -- and although I don't care for Westerns as a general rule L'Amour is the best, except for Owen Wister.
I agree with you to a point on Hornblower. His personality is annoying (more in the books than in the TV series.) However, the action, the use of language, the development of leadership skills are outstanding.
I found Owen Wister a bore. Louis L'Amour is having fun, even if he dangles a modifier, misplaces an antecedent, and allows a subplot to fade off into the mist without resolution, on occasion.