If you're a fan of Jim Butcher's Dresden Files then you should consider reading these four urban fantasy series too. Like the Dresden Files, these tend to have an element of humour, even though the subject matter can be grim and death can be quite a common occurrence.
Ben Aaronovitch's Rivers of London Series
Prior to publishing this series, Ben Aaronovitch was apparently working for Waterstones in order to support his book habit, despite having being a screenwriter, and having some published books for Doctor Who for Virgin's New Adventures, during the time when that drama was no longer being made. The Rivers of London series is, not surprisingly, London based, and the first book in the series shares the same name as the series although, in the United States, the book is called Midnight Riot and not Rivers of London.
As a result of this, he is recruited into one of the smallest Operational Command Units of London's mighty Metropolitan Police Service, which consists of just Grant and his guv'nor, the older than he looks Detective Chief Inspector Thomas Nightingale, a wizard ("No, not like Harry Potter. I'm not a fictional character."), and believed to be the last wizard to still be alive in the United Kingdom, and the rather creepy and possibly not quite human Molly. Grant also becomes Nightingale's apprentice (and, being partially Sierra Leonean, he is less than enthralled with the traditional title of Master used in these relationships) in magic.
Grants finds himself in a world that's stranger, and more dangerous, than he previously suspected, filled with ghosts, wizards, vampires, genii loci (the spirits of a place) and other supernatural beings, which is tied together with a bunch of "agreements" that Grant is less than convinced actually exist. He isn't the most diligent of apprentices either, being rather too easily distracted - which is why he was heading for the Case Progression Unit in the first place. On the plus side, he has nice digs, is not going to spend the entirety of his police career doing paperwork, is now on track to advance in his career much faster - if in a rather specialised field - and gets to learn magic.
Benedict Jacka's Alex Verus Novels
Alex Verus runs an occult shop in Camden, London. This is not a magic shop, as he doesn't sell magic tricks, but he does sell a variety of occult items for the discerning practitioner - and sometimes the not so discerning, too. He is a diviner, which is also sometimes called a probability mage, and can see the future, an ability that makes him both in demand and feared. Alex is good at finding things, and finding things out, even those things that some would wish to keep hidden. The series is set mostly in London, and there's even a subtle reference to Harry Dresden early in the first book.
Alex Verus has been trying to avoid involvement in the affairs of either the Light or the Dark mages, but this is no longer going to be an option, as he is going to be dragged back in whether he likes it or not. The first book introduces the Precursors, a magically powerful former civilisation, but little is detailed on these, at least for now.
Charles Stross's Laundry Files
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Charles Stross's Laundry Files series is based out of London, and is not so much urban fantasy as urban Cthulhu, with "tentacled monsters" from beyond space-time. They do not always have tentacles, but they are always very, very dangerous. There is a strong Lovecraftian influence to the series, both from the works of H. P. himself, and that of others who wrote works inspired by him, and the stars are coming right for the Elder Gods to return. Which will be very, very bad.
Robert "Bob" Howard (not his real name, for reasons that are explained in the series, anymore than his sometimes boss, James Angleton, is actually called that) is an expert in, among other things, computational demonology and works for the Laundry, the sole part of the Special Operations Executive (SOE) that survived that organisation's dismantling at the end of World War II. Its modern descendant is attempting to become the world's first ISO-9000 total-quality-certified intelligence agency, with all the joyful bureaucracy that will entail.
The books are mostly narrated from Bob's perspective, but this is less true in later books in the series. Most Laundry recruits are dragooned in under a section of the Official Secrets Act that's so secret that even knowing it exists is a criminal offence. The recruits can't retire from the Laundry (except through death, a very real prospect), and so have to be found a position doing something, so it's helpful for the organisation if the recruits actually have a useful skill, like Bob does. Unfortunately, most of them lack useful talents. Bob was recruited after something he was doing involving the area which came close to being called the former city of Wolverhampton thanks to his actions and, in the events of The Atrocity Archives, goes on active duty rather than just working as a computer specialist.
Kevin Hearne's Iron Druid Chronicles
The Iron Druid Chronicles are initially set in... no, you're wrong, it's not London but Tempe, Arizona, where Atticus O'Sullivan - real name Siodhachan Ó Suileabháin - the world's last surviving Druid, runs an occult store and is hiding from Aengus Óg of the Tuatha Dé Danann, a powerful people who were worshipped as the deities of pre-Christian Ireland - and still are, by Atticus. Aengus has been sending Faeries after Atticus for centuries, with no great effect, apart from making him have to move every so often. Something that's necessary to do anyway, when you continually look like a youth in his twenties. At least burning at the stake has gone out of fashion.
Unlike Harry Dresden, who worked his way up to going against really powerful beings, Atticus starts off taking on gods. This is probably because, by the time the series starts, he is over 2,000 years old already.