Five Fingers isn't very popular/highly-rated, so you might not get many responses. I happen to have liked Five Fingers so I can help.
There are lot of drama like Five Fingers assuming you like very intense, dramatic, hardcore revenge.
- Bridal Mask
- Remember - War of the son
- Time Between Dog and Wolf
- King of Baking, Kim Tak Goo
- Empress Ki (very revengy but not so similar to five fingers)
Similar but I didn't like:
- The Innocent Man
- Iljimae
- Queen for seven days
- The Emperor: Owner of the Mask
Ironically, historical romance drama have a lot in common because of they are usually dramatic and involve some sortof revenge.
If you don't care so much about revenge and just want very dramatic, then there's a lot more out there.