I just recommended Megan Whalen Turner's "The Thief" in another thread, but it fits here too.
http://meganwhalenturner.org/NovelsThief.html
Another one is Sarah Rees Brennan's "Demon's Lexicon". (I was about to link to the author page for the book, but there's a spoiler in the description of a later book in the series. The Goodreads page for it is spoilerish too, so be wary if you go looking for it. This description is spoiler free, though:
http://whatever.scalzi.com/2009/06/2...-rees-brennan/
Both these are first in series, but can stand on their own. For both, there are twists in the later books in the series, too. They are really, really good, with twists that made me want to reread immediately, to pick up hints and foreshadowings.