This is possibly my favorite genre of books now. So let me get going on my list.
Simon R Green's "Secret Histories" books are fairly decent, but I've always much preferred his Nightside books. Gritty but good reads. Not heavy books, but quite entertaining.
Seanan McGuire's "October Daye" series is a favorite of mine. Hidden Fae in the mortal world, slowly losing their grip. A little bit of romance without turning into smut, a lot of mystery, an underpowered protagonist. Good times.
Kim Harrison's "Hollows" series is another good one I have enjoyed for some time. I have a thing for kick-ass heroines. Especially ones that aren't Mary Sue.
Kevin Hearne's "Iron Druid" chronicles are fun. A little silly at times, but also dark and bloody at times. Unapologetic about it, at that.
Faith Hunter's "Jane Yellowrock" books have an interesting take on vampires, magic, and shapeshifters.
Patricia Briggs "Mercy (Mercedes) Thompson" books also have an interesting and fun take on urban fantasy tropes. Again, with an underpowered protagonist, a little bit of romance, and some fun/bloody dark points.
Up until the last one or two, I quite enjoyed Jennifer Estep's "Elemental Assassin" books. Cool take on magic and how it might integrate with every day society. A bit of sex, plenty of blood and violence. Good times.
Rob Thurman's "Cal Leandros" series is another solid series. Dark at times, if you are noticing a theme here, and bloody. A lot of what you would expect to happen does not. Turns some tropes on themselves in a way I have enjoyed.
And finally for now, C. E. Murphy's "Walker Papers" series. A bit hit or miss at times for me, but hit more than it missed by far.
If you enjoy Alternate Earth-style Urban Fantasy, Illona Andrews "Kate Daniels" books are one of my all time favorite series to read. A world where technology was pushed too far, and brought magic back into sway. Great worldbuilding, great storytelling... if I could suggest any of them, this would be the series.
Anyway, that's what I have for now. I know that's not everything that I've read, by far, but I think I've buried the thread enough for tonight.