I prefer books that continue the story of one/two maincharacters throughout the entire series (the character's brothers, sisters, enemies, etc., remain part of the story but are not made into the main characters in any books) and the story revolves around the one or two characters. The perfect example is Karen Marie Moning's Fever series, Richelle Mead's Georgina Kincaid series or Jeanine Frost's The Night Huntress series. Any other suggestions?

You could also try Kim Harrison's Hollows series and Rachel Caine's Weather Warden series.  If you like (very well done) young adult, the Vampire Academy books by Rachel Mead, the Morganville books by Rachel Caine and the House of Night books by PC and Kristen Cast are all good as well.   

Jim Butcher's Dresden Files < I heart Harry >

Nevermind.

Jenna Black's Morgan Kinsley,  Casey Daniels Pepper Martin, and Laura Ann Gilman's Retrievers are some I really like.

Then of course the ever popular Charlaine Harris's  with her Sookie Stackhouse and Aurora Teagarden and I believe her Lily Bard and Harper Connelly are also that way. 

Laurell K Hamilton's Anita Blake

You've gotta read Patricia Briggs' Mercy Thompson series!  They are great!

Ilona Andrew's Kate Daniels series

Carrie Vaughn's Kitty Norville series

Rob Thurman's Cal Leandros series

Simon R Green's Nightside series

Jeanne Stein's Anna Strong series

I appreciate everyone's reply!!! I'll have to look into some of the series I've never heard of!

One of my fave's is the Women of the Otherworld series by Kelley Armstrong - starting with Bitten.

I second Anne's Mercy suggestion, and will throw in L.A. Banks' Vampire Huntress series. I'm in the final throes of it right now (12 books in all, all of which follow the two main characters), and I'm really enjoying them. Also, Katie MacAlister's Aisling Grey, Guardian series would fall under that category, if you like your paranormal a little on the lighter (funny) side. 

I love the women of the underworld series, but some of them are about different characters - the first two are about Elena, who is my favorite of all, and there are 4 total with her as the focus in the 10 book series.  I end up keeping the Elena books and trading the rest of the series.  :)

I love the Jaz Parks series, although I'm blanking on the author.

I love the Jaz Parks series, although I'm blanking on the author.

Jennifer Rardin

Karen Chance's Cassandra Palmer series starting with Touch the Dark

Meg Cabot's YA series called The Mediator starting with Shadowland

Kim Harrison has a new YA series called the Madison Avery series that starts with Once Bitten, Twice Shy (so far there is only the one book but Harrison's (aka Dawn Cook) series always follow one or two characters throughout the series)

Don't forget Laurell K. Hamilton's Meredith Gentry series

Keri Arthur's Riley Jenson Series,

Christine Feehan's Drake Sister's Series starting with Magic in the WInd,

Yasmine Galenorn's Otherowlrd Series,

Vicki Petterspn's Signs of the Zodiac Series,

Rachel Vincent's Werecat Series

I will agree also that Kim Harrison's Hollows Series and Patricia Briggs Mercy Thompson Series are great!

Vicki Pettersson's Signs of the Zodiac Series

Rachel Vincent's Werecat Series

I loved these two series. Can't say enough about both of these authors. I'm not the light, happy, paranormal type reader. I prefer my paranormal to be more urban fantasy and/or a little dark. Both of these series had just enough to make them enjoyable for me.

Ok, after reading all of your recommendations, I went with Rachel Caine, Weather Warden series and I'm SO HAPPY I did. I absolutely love the books. I've read a book a day (staying up way too late) and I have a 40 hour a week job. Thank you again everyone for the recommendations, as you can see, I do follow them! I will look at the other books once I finish the last available book in this series (which should be tomorrow).

Michelle

I looked thru my read list to see what fit the bill and I liked, so :

Bujold, Lois Mcmaster - The Sharing Knife - 4 volumes - she usually writes sci-fiction / fantasy, but this one is her try at romance.  still includes fantasy element. Listened to audio books, really like the reader. 

Hearn, Lian - Tales of the Otori - 3 or 4 volumes, but I only have 2 so far.  set in a fictional japan or china (I forget).  Some supernatural element, but mostly political and romance. Listened to audio books, really liked the readers, 1 for portion from male main character and 1 for portion from female main character pov.

They might not be heavy enough in the paranormal for you, but they do have some of that element.