I just got finished reading Butcher Bird, by Richard Kadrey. I grabbed it as soon as I saw it on the shelf, dragged it home, read it, and enjoyed it. I didn't like it quite as much as Kadrey's Sandman Slim novels, but it was still a fun ride.
I suppose you could say that the Sandman Slim novels and Butcher Bird are urban fantasy, but you'd have to take urban fantasy and ...
Well, let's say that you and Urban Fantasy decide to hit the bar. You've worked two 16-hour shifts straight, but Urban Fantasy was just fired after a shouting match with the boss, so between the two of you, you make up one well-adjusted working person. You go to your favorite bar in Los Angeles: it's in a dicey neighborhood, but the drinks are honest, the music is good, and the bartender is hot and knows your entire life story.
You and Urban Fantasy spend most of the night there, chain-smoking and drinking tequila. At some point a couple of attractive bar patrons join you, and you know, from the first moment, that some combination of the four of you are going to wind up in bed, but there's an order and a process to these things. You all get drunk and tell each other outrageous things, brilliant things, things that might have been lies, but they were the truth as soon as you said them.
One of your two new friends owns a tattoo parlor, and you you all drift over there, for more drinks and cigarettes, and you and Urban Fantasy both get new ink to add to your collection. It looks like things are getting romantic quickly between Urban Fantasy and the third member of your party, but the fourth member is passing out, so it looks like you're about to be superfluous. You head out, stone drunk and in a strange and dangerous neighborhood, but you sing yourself home, singing all the good old songs, the songs that were written by musicians who weren't chasing MTV or YouTube; they wrote the songs because they had to, because those artists were full of beauty and pain and if they didn't put it into notes, they would have died (and some of them eventually did).
You wake up alone in your bed when the phone rings. Urban Fantasy is calling you. It seems that Urban Fantasy woke up sprawled out in the hall outside Urban Fantasy's apartment, without any clear memory of getting there, and without the apartment door keys. The keys are probably at the tattoo parlor, and Urban Fantasy wants to know if you remember the name of the place?
You eventually remember, and the two of you track the place down, only to find that it's been taken over by apocalpytic cultists who are trying to summon a colossal elder god, and you and Urban Fantasy have to charge in with motorcycles and shotguns to save the world, save the owner of the tattoo parlor, and get the apartment keys back...
...and that's pretty much Richard Kadrey's urban fantasy.