The Harry Bosch Novels: The Black Echo, The Black Ice, The Concrete Blonde
He introduces Harry Bosch in The Black Echo and things take off after that. One book follows another and characters from previous books appear in (and sometimes even make it through) to the next. I don't care how good you think you are at figuring out Who Done Its, you will NOT figure out these books. They will leave you breathless. Michael Connelly also knows how to develop characters that you can care about. His people are often dark and always deeply interesting. There are other novels beyond these three. The key is to watch the copyright dates and read them in order. If you go out of sequence you'll ruin a lot of the surprises. You're going to love this guy!