Leviathan Wakes by James S.A. Corey - space opera
anything by Joe Abercrombie - fantasy
These are both modern, very well-written books with detailed, imaginative stories and excellent characterisation, and plenty of plot twists. They are both excellent.
The Felix Castor books by Mike Carey might not be what you want. They are set in modern London, where magic, ghosts, and were-creatures have returned. But Carey puts a new spin on it, they get better as they go on (though you should start from the first one), and they are just very good books.