I am a fan of this kind of story. Unfortunately authors who can write this kind of thing well are few and far between. Jim Butcher is one, Rachel Cane is another and of course there's Laurell Hamilton and her Anita Blake series (early books anyway) Kim Harrison easily fits in with their illustrious company.
The first book, Dead Witch Walking, set up a wonderful world in which post Turn America is inhabited by humans and Inderlanders. Inderlanders include species such as elves, pixies, witches (if it uses magick it's not human), demons, vampires... you name it. Human authority after the Turn has devolved to the FIB, an organisation built from the remnants of pre-Turn police organisations such as the FBI. Inderlanders, due to their use of magick, need a different authority to keep them in line, namely Inderland Security or I.S for short.
Rachel Morgan used to be an I.S runner -- one of their operatives, but in the first book she finally quits and sets up her own agency with a vampire for a partner, and another partner in the form of Jenks the pixie (a father of 30 kids)
I found the first book a little slow at first, but after the first chapter things liven up quickly. Not so with the second book. It's off to a roaring start with Rachel stealing a fish of all things from a baseball team. The mascot is protected by werewolves, but Rachel is a good witch and she gets away with her fishy heist. Rachel gets stiffed for her fee and spends a lot of her time looking over her shoulder from then on.
This is a great book, and in my opinion is the better of the two. Buy it now. You won't be disappointed.