I just wanted to add to all the people saying Name of the Rose. And also to say that Umberto Eco's other book set in the Middle Ages that I've read, Baudolino, is also fantastic. It may not be as "involved" as Name of the Rose, but is full of little details about Medieval Europeans' views about the lands they didn't know about - y'know the places where cyclopes, bird-women, unicorns and headless one-footed men live... An excellent and very fun read. (Foucault's Pendulum - not so much).
Italo Calvino's Invisible Cities is not really a book that's in any way about the middle ages, but it is, at least technically, set there, and is totally great (His other medieval stuff - not so much).
Dario Fo wrote a very thought-provoking, in my opinion, piece (officially a play, I guess?) about the Middle Ages called Mistero Buffo. More about Popes than you probably wanted to know! It's like half a day's reading, so it's all-encompassingly* worth your time.
Also, Rabelais' Gargantua and Pantagruel. It has this reputation of being impossible to read, so I was greatly surprised at how readable and funny it was. This isn't to say I anywhere near finished it or anything, but still... Gargantua is hilarious. And very medieval!
Not fiction and might totally not be your thing, but I was recently reading a book about the Bayeux Tapestry called "A Needle in the Right Hand of God" that was unexpectedly awesome and have been itching to recommend it to somebody somewhere, so there. It is very good at portraying some of the medieval mindset...
*I noticed I was using totally too much...