The Dresden Files – Jim Butcher
Harry Dresden is a wizard living in Chicago. He part-times as a consultant for the Chicago P.D. when their cases get weird. There are fifteen novels and quite a bit of short fiction. The novels have also been turned into comics and a too short lived TV series.
Yeah. I am throwing them altogether, because I cannot choose a favourite.
Fables – DC/Vertigo comics
Constantine is an occult detective with a lot of personal issues. A lot of comic issues too. Hellblazer has three hundred and the newer Constantine series is still ongoing. Plus another short lived TV series. Although the character pops up now and again in the Arrowverse.