Casting a pretty wide net there, but I would say if you like the whole Nordic thing, the Jo Nesbo and Henning Mankell mystery/thriller series would fit the bill. Both series feature detectives who could not be more different than one another, but they are both very well drawn characters, shrewd and perceptive, but that are also trying to overcome personal issues. Mankell's Inspector Wallander, for example, considers himself a coward, and is not above crying it out, yet he is always putting himself in himself into harm's way and is a dogged detective. Nesbo's Harry hole struggles with alcoholism.
Also I would recommend Lee Child's Jack Reacher series. Reacher is extremely shrewd and calculating about how best to go about solving the problem at hand, and he is not above a little brutality if the situation calls for it.
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