There is a thread on Dark Urban Fantasy that has lots of recommendations.
The Anita Blake stuff is detective style until Laurell K. Hamilton hits the smut wall, stop after Obsidian Butterfly unless your idea of fun is to see how many straight guys are willing to get into bed with a single girl at the same time.
I really liked the Skin Walker series by Faith Hunter – yes, a vamp soap opera but the vamps are interesting, dark, forsaken and it is well done. I like vamp soap operas provided they don’t sparkle or tell me that a woman’s role is to have babies.
I also liked the Downside Ghosts series by Stacia Kane – The main character has a serious drug problem and the world is very creepy. Like when a person dies the soul that’s left is a raging psychotic that attempts to kill everyone around. Good fun!
You could read mine… once if finally gets edited but who knows how long that will take.