The Half-Made World by Felix Gilman is a wild, inventive ride. It takes place in a seriously alternate version of our world in the late 1800s, where technology and mind-altering demons go hand in hand. Fortunately, this crazy land is peopled with deep, well-developed characters, a rare occurrence amidst so much intricate world-building.
Steampunk is science fiction after a few LSD-laced absinthe jello shots; it can include alternate histories, vampires, time travel, magic, and romance. As long as you feature some technology suggestive of steam power, you can go as crazy as you want, and several writers on this list have done exactly that. For some reason, a large number of steampunk authors appear to live in Portland, Oregon.