The Sandman Slim book series is urban fantasy, but not in a Dresden Files way.  It isn’t so much witches and magic, but in the heaven and hell way.   In Sandman Slim, there is God and heaven, along with Satan and hell, but not the way you’d think. 

Sandman Slim is a guy who is more than just human, but doesn’t know it.  The series starts with him returning from Hell where he was sent and survived as a pit fighter.  There is serious action, but the humor is witty and dark.  There are eleven books in the series, and they all move along briskly.  I enjoyed it.