Just finished Snake Agent by Liz Williams, the first Detective Inspector Chen novel. Liked it so much, I ordered the second one from Amazon.
It's set in a near-future Shanghai; Chen is a detective who handles supernatual cases, usually involving Hell - He even has a visa. The descriptions of the Chinese Hell and Celestial realms are very cool. He knows a handful of spells, is bound to the Goddess of Mercy, and has a demon wife.
I'm going to read on Anansi Boys, then read the second Chen book.. then probably Dzur.