Oh, these aren’t Urban Fantasy, but I lurve them all the same. George RR Martin’s A Song of Fire and Ice saga. It’s like getting ten books for the price of five since they’re all a bit less than 1,000 pages.
I’ll admit I’m not a huge fan of his prose (and every time he filters, which he does a lot, I get a little twitch, but the story trumps the little bothersome quirks.)
It’s a fabulous series. If you start it, plan to lose sleep, and start responding to people with sayings like, “Winter is Coming”. And plan to devote lots of time to speculating about which characters make up the three heads of the dragon and who Jon Snow’s parents are. It’s addictive I tell you. Addictive!