Sanctuary Fighting back the darkness with style.

It's a series of novels by Laurell Hamilton. The first one is called Guilty Pleasures, which is also the name of a vampire bar in the novel. In Anita's world, everyone knows that Vampires and Werewolves (and other shapeshifters) exist, and vampires even have legal rights, although this has happened fairly recently. If a vampire breaks the law, however, they don't get sent to jail. It's an automatic execution sentence.
Anita Blake is a naturally talented necromancer. Her main job is raising zombies for pay - for families that need closure, or need estates straigtened out, or so that the deceased can testify (but not for murder cases, cause murdered people are impossible to control as zombies untill they have revenge.)
But her other job is as an officially licensed vampire executioner for the St. Louis area, and surrounding states. If a vampire goes rogue, she is the one who is called to kill it. She works with a special police task force called RPIT (something Preturnatural Investigation Team, I think.) sometimes, and has several friends on the force.
The master vampire if the city, Jean-Claude, who also owns the bar Guilty Pleasures, is madly in love with her, and is trying to convince her to date him. She is attracted to him a little, but isn't comfortable with the idea of dating a monster. Over the course of the series (it's like ten books long and still going), her life (and love life) gets more complicated and tangled up with the monsters that she hunts.
The series is brilliantly written, complex, action packed, and sexy. I highly recomend it.