There is a book entitled the Writers guide to the 1800, which gives an overview of the 1800, although it does not cover writing in the style.  I suggest by starting to read other authors that have published during the 1800's and then try a go at it.  You can never do to much research.

David

P.S.  If it makes you feel better I'm working on a story set in 1764 Germany....research is my friend :)