Studying the great authors of the past is important, but make sure you consider the context of the times while studying their style. Today an editor might completely cut the first third of Moby Dick, but that was before the Discovery Channel and was a fascinating read during the time it was written. Here is a writing excercise to try:
Choose a book written by one of your favorite authors whose work is at least 50 years old. Select a favorite passage and type it out. Analyze how the sentences work. Compare it to a piece of your writing that uses similiar material. Pay particular attention to how you both handle the elements below:
1. Scenery descriptions (active/passive)
3. Flashback or backstory
4. Dialogue tags
5. Use of adverbs and adjectives
6. Use of punctuation and grammar
8. Anything that seems archaic or odd.
Take notes on the differences. Underline the sentences, words, punctuation, etc. that seem different than current usage. Then rewrite the selected passage in your own style, with your own voice.