A series on my list to get back to is Kylie Chan's trilogy-of-trilogies featuring Emma Donahoe. Unlike the US based urban and post-apocalyptic SF&F mentioned above, this series is also notable for being primarily Hong Kong based (with an Australian element due to Emma's presence), and for having its supernatural concepts based in Chinese mythology rather than European.
Chan is fond of cliffhanger endings to books (and trilogies!), but doesn't quite always nail the "still resolve enough threads to be satisfying" aspect of that approach, so I'm currently waiting for the final trilogy to be fully completed before getting back to them.