I've been telling everyone I know about this series, The Chronicles of Elantra by Michele Sagara.
I've read the first and am half way through the second book and they are both great. I have a hard time explaining what they are - I think they're fantasy, with a definite urban fantasy edge to them, most especially in the voice of the heroine.
The world building is seamless and immersive and the cast is large, but every character seems really well fleshed out. The mystery element of the first book was gripping and the resolution was exciting, and the heroine is, in a word, awesome.
She's great. Vulnerable, snarky and capable. As Molly and Stephanie get ready to blog about great romance heroines, I'd throw Kaylin into the mix as a great heroine.
I have seven more books in the series, which I'm really looking forward to reading. If you haven't read it, give it a try and let me know what you think.