The Dresden files is a very popular series centered around the character Harry Dresden. He is a detective but also, as urban fantasy would have it, a wizard. Dark forces abound and Harry, with the help of his trusty skull Bob, uses spells and magic to protect the innocent and aid the police in murder investigations, which they suspect to be in the paranormal realm. He also has a weakness for the ladies — the damsels-in-distress — which makes him very appealing as a character. If you like audiobooks, the series is narrated by James Marsters (Spike from Buffy the Vampire Slayer). Click on any link to reserve your copies.
If you like the Dresden files, you might like:
Dead Until Dark by Charlaine Harris
First Grave on the Right by Darynda Jones
Abby Cooper: Psychic Eye by Victoria Laurie