Kalayna Price

So, the last book that I read in February in worlds-that-touch-ours subgenre was called Once Bitten.
Although it came out in January, 2009, it only recently caught my eye.

Instead of just a vampire-werewolf love triangle, the protagonist is from a world where everyone is a shapeshifter, hiding out in plain, old Earth. With the addition of visitors from other worlds, including one that considers itself to be the police force for all others, it plays out in a somewhat fantastical way (although I'm not sure if I can really use that adjective since it is almost an oxymoron). 
I enjoyed the book but have not yet bothered to read the second installment.