I've never head of Kage Baker, but it sounds like I should definitely check her out. I've read a lot more fantasy than sci fi, not because I like it better but because I have friends who give me great fantasy recommendations, while not so much with sci fi.

My mom actually had The Devil in the White City laying around awhile ago, too. I thought it looked interesting, but never got around to reading it. I'll have to keep a lookout for it.