Here is an initial selection off the top of my head.
The Nelson Boy and
A Thorough Seaman by
Pauline Hunter Blair.The Far-Off Ships by
Kenneth Fenwick. Fenwick wrote factual books about Trafalgar, HMS Victory, and edited and wrote an introduction to an edition of Southey's Life of Nelson. The Far-Off ships is a fictionalised account of the chase across the Atlantic in 1805.
Afloat with Nelson, or from the Nile to Trafalgar by
Charles H Eden. I don't really know much about Eden but he seems to have written a fair few books. One of them was another naval faction book "At Sea Under Drake on the Spanish Main."
One book which I have never got round to buying is "Sharpe's Trafalgar". In fact I have never read any of the Sharpe books about the Napoleonic Wars but I know a lot of people find them very enjoyable.
Anna, I did have a copy of Losing Nelson from when it was first published but I'm not quite sure where it is now. I think it snuck into the best-sellers list at the time but I recall it being a bit of an odd book. Set in the present day about a slightly disfunctional Nelson obsessive . . . . .