I would check out the Kitty Norville series by Carrie Vaughn. Here is the description for the first book in the series "Kitty and the Midnight Hour".
Quote:
VAMPIRES. WEREWOLVES. TALK RADIO. Kitty Norville is a midnight-shift DJ for a Denver radio station—and a werewolf in the closet. Sick of lame song requests, she accidentally starts "The Midnight Hour," a late-night advice show for the supernaturally disadvantaged. After desperate vampires, werewolves, and witches across the country begin calling in to share their woes, her new show is a raging success. But it’s Kitty who can use some help. With one sexy werewolf-hunter and a few homicidal undead on her tail, Kitty may have bitten off more than she can chew…
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