There are pros and cons to both. With the former, the anxious reader's fears are calmed when they open the book and realize that 1670 Venice or 1838 Russia really no different from 1803 London--but on the flip side, you may as well have set the plot and characters in 1803 London. On the occasion of the latter, the reader may be sucked into a completely different world and perhaps learn something they never may have known, but the downside may be that they found the vivid sketch of the setting overpowering the actual plot and characters (which, IMO may not be so terrible if your objective is for the setting to take on a character of its own).
Both of the aforementioned tactics can be correct, if either one is more comfortable for you, but for all of us history buffs who write unusual historicals, it is important that the romance and the characters much remain within the forefront of the novel. In a way, historical details are like backstory. You don't want to info-dump the beginning of each scene because it slows the pace of the story. Instead, study the way in which you reveal your characters by dropping little hints of their personalities and manner, follow the crumbs of idiosyncracies and dialogue dispersed within the text, and sprinkle your details throughout the novel.
So tell me, what are your own techniques for sketching the historical details of your period?
Any frustrations you run into when attempting to write about something most people are ignorant of?
Do you disagree with my pros and cons of wallpaper vs vivid details?