[Xanthe]

I'd recommend C.E. Murphy's Walker Papers, too.

Also, Gail Carriger's Parasol Protectorate series:

Carriger debuts brilliantly with a blend of Victorian romance, screwball comedy of manners and alternate history. Prickly, stubborn 25-year-old bluestocking Alexia Tarabotti is patently unmarriageable, and not just because she's large-nosed and swarthy. She's also soulless, an oddity and a secret even in a 19th-century London that mostly accepts and integrates werewolf packs, vampire hives and ghosts. The only man who notices her is brash Lord Conall Maccon, a Scottish Alpha werewolf and government official, and (of course) they dislike each other intensely. After Alexia kills a vampire with her parasol at a party—how vulgar!—she and Conall must work together to solve a supernatural mystery that grows quite steampunkishly gruesome. Well-drawn secondary characters round out the story, most notably Lord Akeldama, Alexia's outrageous, italic-wielding gay best vampire friend. This intoxicatingly witty parody will appeal to a wide cross-section of romance, fantasy and steampunk fans

If you can find a copy of it, Sandra L. Brewer's, "Murder For Beltene" is fun.

Life used to be so simple for Rhiannon Beltene. The deadlines for the vampire novels she writes used to be the most she had to worry about. But not anymore. Her cousin, Trystan, sleeps in a coffin and thinks he's a vampire. The body she's just found has thrown everyone into a tizzy. It's the first of a series of bodies, which are appearing in Brennen County on a nightly basis; two incisions, reminiscent of a vampire attack, in the throat and a serious lack of blood in their veins. There's a new sheriff in town and her cousin, Righdhonn, a mercenary and the best armed man in the county, has become her shadow. She's forced to put down her writing and deal with both the crisis and the new sheriff, who has no idea of exactly how the Beltene family runs Brennen County. Things escalate quickly as the killer begins dropping off notes with the bodies. A confusing series of clues combined with the identification of the bodies and their occupations soon make the killer's reasoning all too clear. Rhiannon's family is sure that the killings are all her fault, the tabloids are having a field day and the murderer thinks a body a day is a terrific gift.

I also like Karen Chance's Cassandra Palmer series. War mages, vampires, clairvoyants, et. al.

Kelly McCullough's Ravirn series:

Remember the Fates, those ancient Greek spinners, weavers and snippers of life's threads? They're back in McCullough's original and outstanding debut, and still ruling destiny—but with their own digital web, based on a server called the Fate Core. Power-hungry as ever, they've coded a spell to eliminate human free will. Unluckily for them, one of their demigod descendants is a cheerfully rebellious hacker-sorcerer named Ravirn who, when not studying for college midterms, likes to mess around on their web with the help of his familiar, Melchior, who can change from a goblin to a laptop. Ravirn and Melchior, let loose in McCullough's delightfully skewed and fully formed world—much like our own, but with magic, paranormally advanced technology and Greek gods—set out to thwart Ravirn's "great-to-the-nth-degree aunt[s]," careening from one discovery to another, enlisting unlikely allies and narrowly evading destruction at the hands of both Fates and Furies. McCullough handles his plot with unfailing invention, orchestrating a mixture of humor, philosophy and programming insights that give new meaning to terms as commonplace as "spell checker" and esoteric as "programming in hex."

T. A. Pratt's Marla Mason series:

Meet Marla Mason–smart, saucy, slightly wicked witch of the East Coast.…

Sorcerer Marla Mason, small-time guardian of the city of Felport, has a big problem. A rival is preparing a powerful spell that could end Marla’s life–and, even worse, wreck her city. Marla’s only chance of survival is to boost her powers with the Cornerstone, a magical artifact hidden somewhere in San Francisco. But when she arrives there, Marla finds that the quest isn’t going to be quite as cut-and-dried as she expected…and that some of the people she needs to talk to are dead. It seems that San Francisco’s top sorcerers are having troubles of their own–a mysterious assailant has the city’s magical community in a panic, and the local talent is being (gruesomely) picked off one by one.

With her partner-in-crime, Rondeau, Marla is soon racing against time through San Francisco’s alien streets, dodging poisonous frogs, murderous hummingbirds, cannibals, and a nasty vibe from the local witchery, who suspect that Marla herself may be behind the recent murders. And if Marla doesn’t figure out who is killing the city’s finest in time, she’ll be in danger of becoming a magical statistic herself.…

Also good, Wm. Mark Simmons' "One Foot In The Grave".

If you want to switch to Celtic/Native American mythology, then Charles de Lint's "Someplace To Be Flying" and "Forests of the Heart" are very good.