Great film.
It prompted me to read James Ellroy's book afterwards and that is even better, although they did a very good job with the film conversion.
Same here, I went on to read more of Ellroys books and there are so many with the same characters from LA Confidential. It's a shame they made that movie first as it is one of the final of the books with them in and a lot of the excellent character development came from prior books.
My favourite being The Black Dahlia which they made into a so-so film with Josh Bloody Hartnet in it! Although it had Scarlet Johansen in so I forgive them for that one.