Wow, here's a link that explains it very well:

http://www.jolique.com/social_status/yankee_doodle.htm

As for Georgette Heyer, she was famous for her Regency romances, but they were really just "pot-boilers" for her, bringing in the dosh while she researched her historical novels. The best of these are:

The Conqueror, which gives a rather different perspective on William I,
An Infamous Army, a romantic novel set in the run up to Waterloo (but don't let that put you off; it's regarded as one of the best accounts of both the politics leading up to Waterloo and of the battle itself. The bibliography is wa-hey impressive!);
The Spanish Bride, based on a true event during the Peninsular Wars (and which first kindled my interest in them)
Royal Escape, a fictionalised account of Charles II's escape from the roundheads; and her tour-de-force
My Lord John, which she was still writing when she died. Her son finished the book (very well, I might add) and it was published posthumously. MLJ is the story of Henry V's childhood.

I've always been partial to her Regency novels meownself because they are usually beautifully written and accurately reflect the life and times of the upper and upper middle class at that period.

If you want to dip into Heyer but aren't sure about it, buy Pistols for Two, which is a collection of her short Regency stories!