I'll also agree with the Joe Pitt series by Charlie Huston. Already Dead and No Dominion are excellent books. Imagine if someone took Phillip Marlowe, mixed in vampires and zombies, and dumped them into the filthiest gutter of the modern Manhattan island.
The only thing I didn't like is that Huston seems to like putting diologue in front of dashes instead of quotation marks for some wierd damn reason. Does anyone one else do this? Do they say why?
Also, if you're a comic book fan, I would also recommend Huston's recent work on Marvel's Moon Knight. If you like dark, gritty superhero action with twisted personalities and skitzophrenia, then you'll love this story.