I think I'd say that Indexing is what would happen if you crossed Jim Hines' "The Stepsister Scheme" and his "Libriomancer" and upped the darkness a notch or two. With (forgive me Jim) better characterisation and more lyrical descriptions. I was surprised that I ended up liking the bitchy character quite a lot; funny how one can completely flip one's assessment of a character when you discover the motives behind their behaviour. The ensemble cast... you might consider them a team of firemen who have been dealing with a massive outbreak of serial arsonists in the middle of a drought in the height of summer. Only the "fire" is the intrusion of Fairy Tales into the real world. I'm reminded of this quote from Doctor Who:
"They want to kill us!"
"They want you to be happy. Killing you is just a side-effect."
The Fairy Tales want their Ever After. Killing you is just a side-effect.
"Every Heart A Doorway" is also urban fantasy; it again has the theme that "ever after" is seldom happy in the real world. In this case, it considers what happens to children after they come back from their portal-fantasies -- when they come back up the rabbit-hole, come out of the mirror, close the wardrobe door. When they come back changed and their parents can't accept it. Again with the good characterisation and the lyrical descriptions. Also again with the darkness. There are parts of this which are downright gruesome. I'm not very likely to read the upcoming prequel, which is the backstory of Jack and Jill, because I'm reeeeeally not into vampires. The third book (coming in 2018) looks more appealing to me.
I did also, a few years ago, start listening to an audiobook of the first October Daye novel, "Rosemary and Rue" but I couldn't get into it. Makes me think of the way I couldn't really get into Jim Butcher's Dresden Files series either... I think they're just past the line of how much darkness I can deal with in my fantasy. Just too much grimness and gloom, of the "life sucks" variety.