I second the suggestion to start with a later book, see if you like it and, if so, go back and start at the beginning. Book 3 was where I started and I really liked it -- it's fast-paced with lots of h/c.

Isn't David Weber the one who does the Honor Harrington books? Does he also do fantasy? Or am I thinking of something else.

Urban fantasy does seem to be the big thing right now, spinning off the success of Buffy and SPN. I've read a few that were really fun, but it seems like the more of it there is, the more it falls into a handful of Ann Rice or Buffy-inspired cliches.