Holy goodness! I put off reading this for YEARS. Big mistake. I think because I'm not that into Urban Fantasy anymore. This is a great series though and I'm sorry it took me so long to pick it up. It's reminiscent of Karen Moning's Darkfever series as far as a cool setting and kick-ass heroine. The world building is EXCELLENT as other reviewers have pointed out. I mean, it's really good. There aren't many authors that can hold a candle to the detail and depth that Kane gives us we even in just this first installment of the series. She does a great job of not info dumping, but making Downside feel really realistic. Others noted issues with the fact that Chess is a drug addict, but it didn't bother me. It's all part of the world and the of the whole anti-hero vibe here. Like so many things in the media today, the anti-hero is totally "in." (E.g. the popularity of things like Sons of Anarchy and Breaking Bad.) Chess is much less bad than any of the characters in those stories. She definitely has issues though and that makes her compelling to read about.
And then there is Terrible. Who, as nearly everyone else has noted, is what makes it all worth while. More Terrible please! I don't think Lex stands a chance with a character like Terrible around.