Ive really enjoyed the Dresden File by Jim Butcher theres about 12 of them so far. Basics of the stories: Dresden is a wizard in modern day Chicago working as a private eye. Its a little like Harry potter in that while magic exists humanity at large doesnt kno/believe in it. However it is definatly not a children's book, lots of grizzly murders and other messed up stuff happens.
I really like this series because the fantasy aspect isnt the driving force in the books, it is usually a murder or conspiracy that dresden is investigating that run the books. I also like how Butcher treats magic, its not an end all be all power but rather another tool for humanity and how the main character uses his magic in ways other that just throwing lighting at the bad guy.
Every book is suspenseful and has really good plot twists while not getting into the realm of deus ex machina that a lot of fantasy suffers from. Butcher also avoids getting tangled up trying to invent new words and sticks to the rules of his universe which I really appreciate. I really hate when i read somethinglike "the grougs of elderkingland are only vulnerable to gold arrows except for Prince Vulndercand because he posseses the harp of Avindade"
edit: another book
Im not sure they qualify as fantasy but Good Omens by Terry Pratchett and Neil Gaiman (pretty much anything by Gaiman is good) is pretty funny its about an angel and demon trying to stop the apocalypse. I also liked Christoper Moore his books have supernatural characters but really its just dark humor and how being a supernatural creature doesnt mean you wont get evicted for not paying rent this month.