I just finished "The Smile of a Ghost" by Phil Rickman and I really enjoyed it. In his Merrily Watkins series, he sets Merrily Watkins, his main character, up as the "Church of England Diocesan Exorcist" for an area in rural England and sets her on a path that forces her to explain the deaths, car accidents, suicides, people dancing by the moonlight and other assorted weirdness that occur in local parishes.
It might sound weird (in this book she investigates a spate of seeming teen suicides that are happening locally), but the books are a really enjoyable read. People who read the likes of Anita Blake and Kim Harrison will like this series of books. The books don't have gremlins and vampires wandering about and they aren't written to be as "laugh out loud funny," but if a really good but with a story that has a potential supernatural at its' core (you aren't sure if the baddie is an evil spirit or a local rat bag), read these books.
But start with Midwinter of the Spirit, it set up some of the threads that appear later on.