The October Daye series by Seanan McGuire
Rosemary and Rue, September 2009 (my review)
A Local Habitation, March 2, 2010
An Artificial Night, September 2010
Protagonist? October "Toby" Daye, half-fae, half-human PI, knight-errant, and San Francisco resident.
Fae? Vampires? Weres? Definitely Fae, no Vampires, and only Weres if you consider selkies to be were-seals and Cait Sidhe to be were-cats.
Romance? Rosemary and Rue has more potential than actual romance, but it is the first book in the series. Personally, I'm hoping for Tybalt/Toby somewhere down the line, but I'm in no rush. They have banter that reminds me of Beatrice and Benedick of Much Ado About Nothing.
Sex? Rosemary and Rue had one or two scenes behind closed doors. Normally, I love a good sex scene, but it was totally appropriate that the reader isn't let in the bedroom -- it's not a romance novel.
Action/Adventure? In Rosemary and Rue, Toby's got a case, in A Local Habitation, she's sent on an errand by her liege. If it weren't already Trouble, Adventure would be her middle name. :-)
The Love at Stake series by Kerrelyn Sparks
How to Marry a Millionaire Vampire, August 2005
Vamps and the City, May 2006
Be Still My Vampire Heart, April 2007
The Undead Next Door, February 2008
All I Want for Christmas is a Vampire, November 2008
Secret Life of a Vampire, April 2009
Forbidden Nights with a Vampire, May 2009
The Vampire and the Virgin, March 9, 2010
Eat, Prey, Love, September 2010
Protagonist? Varies depending on the book. In keeping with most romance novels, the POV alternates between the male and female lead.
Fae? Vampires? Weres? No Fae, lots of Vampires (both good and bad), and a growing number of Weres -- wolves, bears, and panthers, and mentions of coyotes and jackrabbits.
Romance? These are supernatural romance novels so yes, there's romance. :-) The main focus of each novel is one particular couple amongst a growing group of good vampires and the mortals and weres they associate with. Since all the vampires are blood relatives (through either siring or actual genetics), you could argue that "Love at Stake" is the story of one extended family and their friends. For Books 1, 3-6, and 8, the man is a vampire and the woman is mortal. Book 2 is the reverse of that. Book 7, the man is a were and the woman is a vampire. Book 9, the man is a were and the woman is ... we don't know yet.
Sex? Oh, yeah! Like I said, these are supernatural romance novels, so there's plenty of sex. The first sex scene isn't usually until the middle of the book -- Sparks likes to let the sexual tension actually build before releasing it.
Action/Adventure? The war between the good and bad vampires intensifies as the series goes on, so there's plenty of action.
The Sisters of the Moon series by Yasmine Galenorn
Witchling, October 2006
Changeling, June 2007
Darkling, January 2008
Dragon Wytch, July 2008
Night Huntress, December 2008
Demon Mistress, June 2009
Bone Magic, January 2010
Harvest Hunting, October 2010
Blood Wyne, January 2011
Protagonist? Camille, Delilah, and Menolly D'Artigo. Books 1, 4, and 7 are Camille's; 2, 5, and 8 are Delilah's, and 3, 6, and 9 are Menolly's.
Fae? Vampires? Weres? All three. The sisters are half-human, half-fae plus Delilah is a were-cat and Menolly is a vampire.
Romance? Yes, though none of the sisters are in conventional relationships. These aren't romance novels.
Sex? Lots. Especially Books 1, 4, and 7 (Camille has three men in her life). The sisters love sex.
Action/Adventure? Saving two worlds from evil means there's a lot of fighting.
If any of these appeal to you, what are you waiting for? Pick 'em up now!