Politically, it was from 1811-1820. King George III became increasingly unstable; his eldest son, George, the Prince of Wales, became the Prince Regent, or "Prinny". When his father died, he became King George IV. Here is a site that tells you more about it:
http://www.rth.org.uk/regency_history/regency_history.htm

More:
http://www.spartacus.schoolnet.co.uk/PRgeorgeIV.htm
http://www.britainexpress.com/History/George_III.htm
http://www.britannia.com/history/monarchs/mon56.html
http://www.channel4.com/history/microsites/H/history/n-s/princeregent.html

Georgette Heyer's research was thorough and immaculate; one learns about the history of the time through her books. Her "An Infamous Army", about the Battle of Waterloo, has been used as a textbook in a famous British military academy!
References :
An excellent book (with pictures): "The Prince of Pleasure [and his Regency, 1811-1820]" by J B Priestley