I've finished the whole series of The Dresden Files (9 books so far), and they're really good. They're a Contemporary Fantasy (modern day + magic) series about a young Wizard who became a Private Investigator, so they're also somewhat supernatural mysteries.

The series sounded cheesy, but it's actually pretty damn good. The character has a very dry sense of humor and isn't exactly a 'goody twoshoes' type of hero.

http://www.jim-butcher.com/books/dresden/1/

Has the first two chapters available online for you to sample.