Fae/ modern faeries (not like tinker bell)

[Moussia]

Ex. The iron fey, cruel prince

[Ann aka Iftcan]

Fairy Rides The Lightning Terrorbelle the Unconquered Fairy with a Gun: The Collected Terrorbelle. Love that Terrorbelle. (Half ogre, half faery. So definitely not a Tinkerbelle type fae.

The Dresden Files has fae of all sizes in some of the books. From the little bitty Tinkerbelle sized ones (who are armed with box cutters for swords and use Coke and Pepsi bottle caps as for head protection) to full sized Summer and Winter Court fae. Storm Front as an as an aside--this is the first book in the series and was also Butcher's first sale, so it suffers from all of the pitfalls of both. But the other books get much better. Dead Beat, while it has no fae in it, does have a special guest appearance by Sue. This was probably my favourite book in the series, just because Sue is in it. Sue, for those of you who have no knowledge of her, is the most complete skeleton of a T-rex ever found, and she resides in Chicago. I tend to push this book at people because, well, I'm a failed classical archaeologist. Unfortunately, in order to actually be an archaeologist you have to work in the great outdoors. And I'm allergic to every insect you care to name.

[RavensScar]

Emma L. Adams The changling chroincles
C.N. Crawfords books
Richelle Meads Dark swan series
Maybe some of Yasmine Galenorn books
Seanan McGuires October Daye series
Kalayna Price Alex craft series

[Keith]

The Ill-Made Mute and The Iron Tree are the first books in two separate series by the same author which draw heavily on real fairy/folktales featuring all sorts of fey/fae beings.

Spinning Silver uses the term Staryk instead of fey/fae (it's based on Slavic mythology), but follows very similar tropes of the beautiful race of elf-like people who follow an alien system of morality and can be benevolent or terrifying.

[Claire]

Holly Black. There are multiple series of hers that feature fae in a modern setting.
The Darkest Part of the Forest
Tithe (Modern Fairy Tales series)
The Folk of the Air series(only one book in it so far)

There's also Sarah J Maas, her books are characters that ARE called fae but frankly they don't share any characteristics with the actual folklore, so I'm not sure they can be termed such.

Mercy Thompson series features fae and creatures from both Irish and Indian origin, so you might want to give it a try, but the bulk of the fae characters come into play only after two or three books into the series.

There's Cassandra Clare, her books feature the fae but don't focus on them.
There are a ton of books out there about non-tinkerbell-fairies. Why don't you try a few listopia lists and see which books suit you?

[Jasmine]

The Wicked Lovely series by Melissa Marr is a great modern and somewhat dark series about fae. The books are:
Wicked Lovely (2007)
Ink Exchange (2008)
Fragile Eternity (2009)
Radiant Shadows (2010)
Darkest Mercy (2011)

[Gillian]

If I'm remembering correctly Daughter of Smoke & Bone might be up your alley.

[Tess]

War for the Oaks by Emma Bull basically started the urban fantasy genre. This was a wonderful read. I hope you enjoy it!

[Jessica]

A Court of Thorns and Roses I love this series!

Darkfever great series!

Fighting Destiny very erotic, but definitely not tinker bell like fae here!

[Kell I Am]

Laurell K. Hamilton's Merry Gentry series - the first is A Kiss of Shadows

[Amy*skye.rhyme]

Moussia wrote: "Ex. The iron fey, cruel prince"

Each of these paranormal-romance books has at least one main character who is Fae:

When Darkness Ends by Alexandra Ivy

Soul Sucker by Kate Pearce

Trial by Thrall by Lizzy Ford

Prince Charming doesn't Live here by Christine Warren

She's No Faerie Princess by Christine Warren

Don't Tempt Fate by Lisa Oliver (this is a m/m fated-mate book between a Fae Prince and a wolf shifter)

I haven't read The Iron Fey so I'm not sure any of the above would match the tone or type of Fae character you're looking for. Several of mine are lighthearted and not mysterious, dark, or powerful. Although I enjoy that type of character as well, I can't think of any right now.

[Mandy]

Trailer Park Fae was a good urban fantasy with 'modern' fae.