Sandman Slim / Richard Kadrey. Originally published 2007.
If one were to create a spectrum of contemporary horror/fantasy/whatever, with John dies at the end on one end and the Dresden files at the other end, Sandman Slim would end up somehwere in the middle. It’s the first novel of a series that now includes five novels and at least one short story.
Brief plot description
(Spoiler free)
Stark is a punk rock magician/car thief who has just escaped from Hell ten years after being betrayed by his circle of magical collaborators. Stalking the streets of L.A., Stark attempts to hunt down his former allies one by one, seeking revenge for his long imprisonment and the murder of his girlfriend.