Sally Lockhart Trilogy by Philip Pullman
I recently read Philip Pullman's Sally Lockhart trilogy: The Ruby in the Smoke, The Shadow in the North, and The Tiger in the Well. The Tin Princess is a related title; I have it on Mt. TBR. Set in Victorian England, the books tell the story of Sally and her various adventures as an independent woman. Chock full of mystery, they offer murder, kidnapping, and an occasionally happy interlude.
The Sally Lockhart books aren't nearly as good as the His Dark Materials books. I'd been told as much and came prepared. I did, however, think The Ruby in the Smoke was a promising start to a series. When I started The Shadow in the North I was disappointed. I didn't like the huge gap between the stories. I wish that Pullman had given his readers a look at Sally's life in those intervening years. While following Sally set up her business and grown into her own woman might not lead to page-turning suspense, it would have been a welcome respite from the gloom and doom of the mysteries as written. The same goes for the gap between books two and three.
Study books by Maria V. Snyder
On another note, while I was away on my mini-vacation I read the first two Study books: Poison Study and Magic Study. They came to be highly recommended and I was not disappointed.
Poison Study is Maria V. Snyder's debut novel and it is fantastic. Set in a fantastical world, it follows Yelena, a young woman who becomes the food taster for a military dictator after being sentenced to death for a murder she did in fact commit. A journey of discovery, Poison Study offers magic, mystery, and suspense (with a side of romance). Best of all, we continue to learn about both the Snyder's fantastical world and Yelena herself in Magic Study.
While the books are on the violent side, one can't help but become completely invested in Yelena and her personal struggles. The third book in the series, Fire Study, is out now and I hope to pick up a copy soon.