Can name some font families that have Drop Caps as a separate style?
Of course, with optically scaled typefaces (of which there are gazillions) the Display version may be used for drop caps. And Swash caps also make for interesting drop caps, breaking the grid.
Many (if not all) of Goudy’s “hand tooled” styles are available as fonts with complete upper and lower case, not just caps.
I’ve made a few fonts that fit the bill here, Richler Highlight and Walburn Tooled (no lower case), and Bodoni Egyptian Shadow:

Captured from web.archive.org on 20 Aug 2013. view this capture
Hoefler Text features two engraved capitals styles:
http://www.typography.com/fonts/hoefler-text/styles/