Urban fantasy like Neil Gaiman (so I'm thinking good both at characters and plot, often some dark/serious themes): I second Charles de Lint. Other suggestions:
Sarah Rees Brennan (Demon's Lexicon and Lynburn Legacy, both are triologies. Her other books (not urban fantasy) are also very good.)
Seanan McGuire (Wayward Children series, The Girl in the Green Silk Gown)
Juliet McKenna (The Green Man's Heir)
I haven't read any Kevin Hearne, but I see one of his series is compared to Terry Pratchett. If you haven't read Pratchett, drop everything else you're doing and go find one of his books! (
See here for suggestions on where to start.)
Looking at his books, I think some of T Kingifsher's books might fit, like the The Saint of Steel series, starting with Paladin's Grace. (But be aware that some of her books are horror, which might not be what you are looking for.)
You can also try Jim C. Hines.