One aspect that particularly struck me was Thackeray's depiction of a multiracial London, circa 1813. I can't think of any other nineteenth century novel (or earlier) which has visible non-white characters living in England, though this may just be a reflection of my ignorance. Admittedly, Thackeray's treatment of them is pretty racist; and yet Becky's schoolmate is a Caribbean heiress, and the black footman is romancing one of the (white) maids without anyone worrying unduly. So it may be a somewhat unpleasant picture, but it is at least a three-dimensional one.
I saw that one of the later chapters is set in Brussels. Hope I find the book soon, so that I can report back on that too.
Edited to add: Found it! On a shelf in the kitchen. Where I am sure I had already looked. Four or five times.