Anyway, let's start with...
5. Felix Castor series by Mike Carey
However, the first Felix Castor novel - The Devil You Know - was my introduction into the modern urban fantasy genre of books, is set in England (specifically London) and is by a writer of X-Men comics. Hence, it makes the list ahead of the Dresden Files! Admittedly, I only read Carey's book first because Storm Front (the first Dresden book) wasn't available at the library but hey, it's my list.
In a way, these books blend bits of the horror genre - ghosts, zombies, werewolves and demons feature - with a little bit of magic regarding exorcists abilities to control and banish these creatures and sets them in the modern day world. What I like about the Felix Castor books is that the existence of the supernatural are known by everyone. They're not common, and most people tend to want to ignore the existence of ghosts and the like, but they're not hidden, secretive phenomena known only to a very small number of people. There's even mention of the government bringing about laws concerning the returned souls.
Overall, the Felix Castor books are a fantastic read, as I stated in my review of the first book. They certainly rank up there at the top of the urban fantasy books.