There's also John Ringo's "Paladin of Shadows" series. That is a particular favourite of mine.

how about the "Gentleman Bastards" series by Scott Lynch? The Lies of Loch Lamora and Red Seas Under Red Skies are good...

I'll check out the Paladin of Shadows, I'm afraid I've read all the other books listed here except some of the books kartpai listed earlier and they're still on my tbr list.

I'm in the middle of the Garrett, P.I. series by Glen Cook, it fits ONE* of the definitions of urban fantasy. It's not our modern world, but it takes place (mostly) in a city. The main character is right at 30, or just a smidgen past. I don't know if you would call him an anti-hero or not - he does have some remnants of morality in some areas. His friend Marley Dotes is much less hampered in that regard.

As the title might tell you, it is set up more as a hard-boiled mystery/thriller series, although the setting is pure fantasy (different mythical races, swords and sorcery, even gods who walk the land (Petty Pewter Gods.)

I haven't read them in a while, but you might like Esther Friesner's various series:
New York by Knight (this may be more serious, the rest are humorous)
Demons
Gnome Man's Land
Majyk

*To be honest, I'm not 100% sure what fits into the genre of urban fantasy. Is it STRICTLY our modern world but with fantasy or paranormal/supernatural elements? The Wikipedia article included Harry Potter, and I probably wouldn't have included it if asked to categorize the series.

If you like anti-heroes, you should definitely check the Acts of Caine by Matthew Stover. This isn't really urban fantasy. I guess the best genre would be science fantasy. In summary, people from a modern, non magic world similar to ours have access to a magic one very similar to your classic fantasy world (think elves, wizards, etc...)

While the first books in the series have our protagonist rather young (say 20), in the last ones he's much more mature, so you might avoid them if you really don't like that, although I guess by that point you'll be too addicted to do so.

The BEST BOOKS YOU CAN EVER READ ARE "A SONG OF ICE AND FIRE" SERIES. TRUST ME!

Katharine Kerr's Nola O'Grady series. I found them to be better than I first thought when I saw them in my local library.
Eion Colfer's Artemis Fowl books for some lighthearted reading.

Nightside series by Simon R. Green this series should fit most of your list
The Gentleman Bastards series by Scott Lynch
Cal Leandros Series by Rob Thurman
Chronicles of a Necromancer by Gail Z. Martin

I will leave you two recomendations.

Magic Ex Libris series by Jim C. Hines
https://www.goodreads.com/book/show/12844699-libriomancer
Very good Urban Fantasy series, with an interesting premise. A Libromancer can pull objects form inside a book. You could take a lightsaber form a Star Wars Novela, or excalibur. Good read indeed

Or you can try Brandon Sanderson The Rithmatist.
https://www.goodreads.com/book/show/10137823-the-rithmatist
A cool YA fantasy book form one of my favorite authors. Rithmatists have the power to infuse life into two-dimensional figures known as Chalklings, so cool rigth?

Hope you like them.

@FuzzyReader: I haven't read Garrett P.I although I remember checking out the premise and having my doubts, I will give it a try though. Don't really think Esther's books are to my taste though.

@Ippokun: I've already read Magic Ex Libris but I've yet to check out the Rithmatist.

@Everyone else I'm sorry to say I've already read those books with the exception of the above mentioned Paladin of Shadows series which doesn't really fall into the book genre I'm looking for(The name is really misleading though, when I saw the title I thought it was going to be centered around an actual Paladin).

like to recomend this serie:

Zero Sight (Zero Sight, #1) Zero Sum (Zero Sight, #2) the autor is Zero Sum (Zero Sight, #2), is very funy and original

http://www.goodreads.com/book/show/11012966-zero-sight

One that you may enjoy, albeit it doesn't have an anti hero, but it's really been picking up some great reviews is Blood Song by Anthony Ryan, he also has some good short sci-fi noir type novellas as well.
http://www.goodreads.com/book/show/13569581-blood-song?ac=1

het other this book is like dresden files the nemas is:

Fated (Alex Verus, #1) by Benedict Jacka.

http://www.goodreads.com/series/71196-alex-verus

Chronicles of Morgaine by C.J. Cherryh
viewtopic.php?f=1293&t=916113&hilit=c.+j.+cherryh

I know this isn't exactly what you're looking for, but did you try Daniel O'Malley's debut novel The Rook? It's urban fantasy. The story is told by a female lead and she probably isn't an anti-hero anymore, but I thought I would mention it, nothing lost if it doesn't interest you or if you already read it.
And The Thorn of Dentonhill, written by Marshall Ryan Maresca, might also be worth checking out. It has a male lead around 21 years old, no romantic subplot, the hero definitely isn't perfect and he does what he has to to reach his goal. The story is mostly told from his POV, but has also more than two other POVs, although those are short and they advance the same storyline.