I love urban fantasy and Seanan McGuire's brand is one of the best. Her heroine is engaging and the world building is detailed and fascinating. The plots are exciting and owe much to modern 'takes' on myths and fairy tales. I am very impressed by a couple of things: the series is uniformly good i.e. there are no less exciting volumes and the author maintains a high standard in every book - and - the actual book is lovely, with beautifully written English (and yes, the 'local' slang etc. is perfectly reproduced) and no typos, which is a treat nowadays, even in novels from reputable publishers.
The series has individual adventures for October, the changeling heroine, but the underlying sequence of events needs to be understood for much of the story to make real sense. I would recommend anyone wanting to sample McGuire's work to go for the first in the series and keep the rest as treats to come later.