I notice that most of the suggestions so far are actually
In Nomine manuals.
If you're looking for some fiction I would recommend the Day Watch cycle by Sergei Lukyanenko:
- Day Watch
- Night Watch
- Twilight Watch
- Last Watch
- Next Watch
The Mortal Instruments cycle by Cassandra Clare
- City of Bones
- City of Ashes
- City of Glass
- City of Fallen Angels
- City of Lost Souls
Also the following Vertigo series:
- Hellblazer
- Lucifer
- Preacher
- Sandman
And these non-Vertigo Neil Gaiman graphic novels:
- "Murder Mysteries"
- "The Last Tempation"