Kim Harrison's The Hollows series. Her last book comes put in a few days. Great, great books. I love them so much.
I like Patricia Briggs, too. The Mercedes Thompson novels, but also her other books. Raven's Shadow and Raven's strike especially.
Jim Butcher has another series, the Codex Alera. Not urban fantasy (epic fantasy), but still good.
Karen Chance and her Cassie Palmer novels.
Tanya Huff is good. Need to read the last two in her series.
Faith Hunter and the Jane Yellowrock novels.
Not urban fantasy (but epic fantasy), but Patrick Rothfuss is amazing. I also love the first few books from Terry Goodkind. Again, epic fantasy.
Um. Laurel K. Hamiltons Anita Blake series is great for the first 9 books or so. Then it turns into erotica with lackluster plots. I love the first books, though. Very good.
If you start anywhere, start with Kim Harrison. I love her more than Jim Butcher, and that's saying a lot.