I read The Fatal Shore a very, very long time ago - around 20 years, at a guess. It's very good, although I imagine you'll be familiar with most of the ground it covers, Kylie.
The Kelly Gang is also excellent, although it's written in an odd style - it's Carey's imagining of how a semi-literate Irish-Aussie rogue might have spoken, and if it works for you, you'll love the book. If it doesn't work for you, though, you'll find it hard work.