Since you like Supernatural (excellent taste, btw), you might want to try Jim Butcher's Dresden files, starting with Storm Front. The series is about the only wizard in the phonebook in Chicago.
There's also Kevin Hearne's Iron Druid Chronicles, beginning with Hounded: the last of the druids has gotten on the wrong side of the Celtic god of love.
Then there's Rob Thurman's Cal Leandros series, starting with Nightlife. Cal and his half-brother are on the run from their father, who is one of those "things that go bump in the night."
For romance, there's Kresley Cole's Immortals After Dark series, which starts with A Hunger Like No Other. Lachlain MacRieve, head of the Lykaes, has finally found his mate in half-Valkyrie, half-vampire and all timid Emmaline Troy.
Along the same urban fantasy/romance lines, there's Sherrilyn Kenyon's Dark-Hunter series, J.R. Ward's Black Dagger Brotherhood series, and Christine Feehan's Dark/Carpathian series. Although I've occasionally read a book here and there from these series, I'm not quite a fan of them as some people are, but they were enjoyable reads nonetheless.
Amelia Atwater-Rhodes has 2 series and then I believe 3 other books. The series are Den of Shadows and Kiesha'ra. Den of Shadows is about vampires and what not. Then Kiesha'ra is about shapeshifters. There's also Presistence of Memory, you need to have read the Den of Shadows to understand it, Token of Darkness and then All That Glass(I haven't read but know you need to have read the Den of Shadows).
The Leviathan series by Scott Westerfeld is pretty good. I really enjoy "Companions of the Night" by Vivian Vande Velde, and if you're looking for cute romance novels Deb Caletti is a wonderful writer. I particularly enjoy "The Queen of Everything" and "The Nature of Jade".
The 24th Chromosome is a science fiction novel about evolution. A new species of humans is being born, and only once scientist, Dr. Hubbard has made the discovery. Upon releasing his new found studies he becomes the laughing stock of the science and educated world. After all, who would believe that our children are being born as the superior species of humans? Shortly after being fired from his teaching position at a university, Dr. Hubbard get's hired from a private source to continue his research. However, the Doctor needs a subject to do his testing on.
The 24th Chromosome is available at Amazon.com for only $15.99 and will keep you entertained longer than any other book or movie. It's also available to anybody that has an E-Reader (Such as a Kindle) for only $1.99! I promise you won't be disappointed!
I would suggest the Women of the Otherworlds series by Kelley Armstrong, starting with Bitten. They involve many supernatural beings, the first book centers on the only female werewolf in existence.
I would also like to recommend the Elemental Masters series by Mercedes Lackey which really can be read in any order. Most are Fairy Tale inspired. For instance, one of my favorites is Phoenix and Ashes, which is a Cinderella story where Eleanor is trapped in her house and forced to be a slave by her master-earth-magician step mother. However she beings to develop her own fire-element powers and manages to get the aid of returning-WWI-hero/air-master Reggie,
Since you like mermaids, I'll throw out the Ingo series, by Helen Dunmore.
Also, another Mercedes Lackey --The Halfblood Chronicles, starting with Elvenbane.
I'd also suggest A Song of Ice and Fire, by George R. R. Martin, starting with A Game of Thrones.