Most recently I've really enjoyed the Grimnoir Chronicles by Larry Correia.
It's set in the early 1930s, sort of an alternate history, where magic came into existance several hundred years prior. The types of magic and uses are creative and interesting, as is the tale.
Althought the three books in the series (Hard Magic, Spellbound, and Warbound) have their own story arc, the overall story arc ties things together nicely. I really enjoyed two of the main characters, Jake Sullivan and Faye Vierra.