I really liked the TV show. I thought some of the stuff they changed were actually improvements from the way things were in the books.
Sort of sad it never caught on. With all the crappy Urban Fantasy TV shows that get multiple seasons, you’d think someone would’ve given it more of a chance.
If you don’t mind comic books, the Scott Pilgrim series has a very interesting take on the urban fantasy genre, borrowing its fantastical elements from video games instead of high fantasy magick. It’s a fun read.
Hard Magic is a very fun pulpy thing I read a couple of months ago. It’s a bit of an alternate history since in their world History was the same as ours up until magic appeared about 1850. After that, history changes from what we know it considerably (The Kaiser was a necromancer who used zombies back in WWI, for example, but then Germany was utterly destroyed by magical equivalents of A-bombs developed by the allies. Hitler doesn’t figure in at all as a throwaway line establishes that he was killed outside a beer hall years before the story takes place and was never a political force). The whole thing is set in 1930’s US as the Japanese Empire is amassing magical and military power. Magic is treated considerably different than we are used to seeing it as well, but the book actually bothers to explain how these powers entered the world.
Anyway, it’s a pulpy trifle, but the book is just so damn fun. Battle Zepelins! 1920’s style (literally) death rays!
If you do audio books, the Dresden Files are read by James Marsters. He doesn’t know how to pronounce “chitinous” but I have enjoyed listening.
The Point Man by Steve Englehart depicts magic functioning in a pretty believable way in the real world. It has some weaknesses, among them the lack of any likable characters, but it’s a fun little adventure novel about a radio DJ with a dark past (He had been a part of a My Lai-type massacre during the Vietnam war) whose antique lion statue got stolen in a burglary. In the course of getting it back, he discovers occult elements in the music business and in Soviet espionage. It apparently has two sequels I have not read, The Long Man and The Plain Man. Englehart was a prominent comic book writer in the 70s.
Author Devon Monk has a series of books about a character named Allie Beckstrom, where magic is in the real world and is treated like a utility which some are very adept at using and others shun. Highly recommended. Check out her website for details.
The next one is due in April and the supposedly last book in the series (the 9th) is due in the fall.
Since there’s a bunch of Tim Powers fans in this thread, it seems apropos to mention that his next novel, Hide Me Among the Graves, comes out in three days.
I am loving this thread.
Jonathan Carroll! I know I’d forgotten a favourite. I’ve read enough of his books now that I can see the twists coming - he’s a bit of a one trick pony - but I like the trick, so I’ll read 'em all.
Magic realism, adult fairy tales, set in the real world, with talking animals, often bull terriers. I really liked Outside the Dog Museum and The Wooden Sea.
Wait, are you talking about the Kate Daniels books? Because that’s what I was going to recommend when I saw the thread title.
Ah, another series I forgot: Kat Richardson’s Greywalker series. The heroine is a Seattle PI who gets dragged (kicking all the way) into the world of the supernatural.
Speaking solely for this fan: Grrr! 
Longer form: I would have liked the TV series a lot more if it hadn’t pretended to be related to the books – I found the changes that made no sense (to me) distracted me from the show itself. That said, the casting is pretty good, and Bob is excellent (and makes better TV than a more literal book portrayal.
Mike Carey was mentioned up-thread but I’d like to offer an additional recomendation for him, as I very much enjoyed his Felix Castor novels.