The Great Impersonation
This is one you can read yourself: If you click on the buy this book link (on the right, or right here), you won't be taken to Amazon, but to Project Gutenberg, where you can download the e-text of The Great Impersonation
The Great Impersonation is generally considered the finest and best of Oppenheim's books.
I haven't read enough of the rest to be able to judge, but this completely improbably story of how a down-on-his-luck-whiskey-sodden English nobleman grabs his chance for reinstatement and impersonates the German noblement who intends to impersonate him (as himself) is tremendous fun.
Of course, from page 20 or so, there are no longer surprises to be had, except perhaps for the denouement of the ghostly bit — and the depiction of lady Dominey is as false Talens gold paint. But it's still fun.