Simon R Green has a great series of novels starring John Taylor PI and his adventures in the Nightside. A cross between the X-Files, the Twilight Zone and Raymond Chandler Green's stripped back prose is a joy to read.
Here is the blurb for the second book in the series called Agents of Light and Darkness, which gives a good feel for the series as a whole;
I'm John Taylor. I work in the Nightside—the gaudy, neon noir, secret heart of London, where it's always three in the morning, where gods and monsters make deals and seek pleasures they won't find anywhere else. I have a gift for finding things. And sometimes what I'm hired to locate can be very, very dangerous indeed. Right now, for example, I'm searching for The Unholy Grail, the cup that Judas drank from at the Last Supper. It corrupts all who touch it—but it also gives enormous power. So I'm not the only one hunting. Angels, devils, sinners and saints—they're all out there, tearing apart The Nightside, seeking the dark goblet. And it's only a matter of time uintil they realize that the famous John Taylor, the man with the gift for finding things, can lead them straight to it...
The series is full of amazing characters like Shotgun Suzie, Razor Eddie the Punk God of the Razor, the SAS (Salvation Army Sisterhood, nuns with guns) and many more.
If you like noir fiction with a twist than thses books are a quick read that are lots of fun.