I really enjoyed the Clockwork Phoenix anthologies edited by Mike Allen. Some of the stories are a bit unsettling, but for the most part my feeling is wonder.

Another anthology I enjoyed recently was Steampunk III: Steampunk Revolution edited by Anne Vandermeer. Because this collection called for steampunk stories with a political theme, it tends to steer clear of the sort of steampunk that seem to unthinkingly glorify colonial empires.