I've been reading fantasy novels my entire life. Lord of the Rings, Harry Potter, Alice in Wonderland, the Immortals...they all explored the fantastic. And I loved every minute of them.
Then came urban fantasy. Vampires, werewolves, ghosts...all in a modern, identifiable setting. I could relate to the people populating these worlds, and they may as well have been my neighbors. Some books took place in areas I had traveled to!
When asked to choose a favorite, I was at a loss. I liked them all equally, for different reasons. So instead of cherry-picking a 'favorite', I decided instead to list (in no particular order) my favorite urban fantasy novels, and why I love them.
To begin with, I am an admirer of the Anita Blake series written by Laurell K. Hamilton. I began reading the novels some 6 years ago, starting with the first novel, the Laughing Corpse. Hamilton originally titled her works by a place or theme in the novel, a hint of sorts as to what to watch out for. Over time (and 15+ books later) this trend has waned, and I am one of many displaced fans who feels that she has lost what made the first 10 books a good read. It started as a murder/mystery urban fantasy with a dash of romantic intent. I learned a lot about guns and an equal amount about the occult, and it was all very interesting to me. Anita was an extraordinary woman in an otherwise very ordinary St. Louis, minus the vampires, werewolves, and other assorted creatures, all whom lived very casually in American society. Hamilton made what could have been fantasy into mundane in her fictional world, and stepping into the pages always made my day.
From there, another author I have liked (and unlike Hamilton, has stayed true to her style, no matter how many novels she has written) is Charlaine Harris, author of the Southern Vampire Mysteries, commonly called the Sookie Stackhouse series. It is most popular today as the TV show Trueblood, however I started with the novels, and they are my first true love. Like Hamilton, each has a theme title, but they only extend as far as the word dead. Starting with Dead Until Dark in 2001, her most recent novel continues the surreal life of barmaid Sookie Stackhouse, who besides serving a tasty burger can also read the minds of everyone around her (bar the supernatural...most of the time). She is another ordinary person (for the most part) who has extraordinary things happen to them. Sookie definitely realizes this, and as more and more crazy things happen to her (I won't ruin the series, but it's pretty weird) she reacts how any average person would to extreme stress, and that's one of the reasons I like the series so much.
And finally (for this entry), Joss Whedon. Now technically it was a television show, but I am going to count the books written as well. Buffy the Vampire Slayer is and was another of my favorite 'ordinary girl in an unordinary situation' books/shows. She is from the fictional town of Sunnydale, CA, and burned down her high school gymnasium, thus starting off the long-running TV series. Buffy was cool, not only because of the vampires/werewolves/other, but because of all the fun slang that slowly crept into the public consciousness from the show. I have many times found myself saying phrases (none come to mind at the moment, however everyone seems to know them) that I first heard as a child watching Buffy. It's just an all-around fun show to watch, and the book series only continued the trend. My personal favorite book focuses on Spike (a vampire character) titled Pretty Maids all in a Row.
These are just three book series that introduced me to Urban Fantasy. There are many, many more, but it would take forever to talk about all of them.