I would second the recommendation of Ngaio Marsh, and add Josephine Tey's (sadly small) collection of novels ("The Daughter of Time" is one of my favourite novels - a very untraditional piece of detection).
I was just going to suggest Josephine Tey's Alan Grant novels, so instead I'll second the nomination.
I read
The Daughter of Time after an acquaintence of mine saw me in the library one day and literally dragged me by the arm to where it was on the shelf, thrust it into my hand and said, "You
have to read this!" He was right. It is marvelous, as are her other novels.
I'd also like to speak up for Faye Kellerman's series of novels about Peter Decker, an LAPD detective, and his wife Rina Lazarus, whom he meets on a case in the first of the the novels,
The Ritual Bath, courts and then marries as the series continues. Wonderful series of novels.
Also, whoever recommended Michael Connelly's Harry Bosch novels upthread, I definitely second those as well. But don't miss Connelly's other novels, not directly in that series (but with some crossover of characters). They are just as good. One of those is
Blood Work, which was made into the film of the same name. The really funny thing about that shorter series is that in the second book (the name of which escapes me at the moment), some of the characters reference the movie and complain about the film portrayals having misrepresented them. Great use of an inside reference.
EDITED TO ADD: Crap. As soon as I clicked to post, I realized that I left out a very good novel that read a couple of months ago. It is
The Art of Detection, by Laurie R. King. Marvelous detective story set in San Francisco among a group of Holmseians and concerning a mysterious manuscript that might or might not be a Shrelock Holmes story set in San Francisco, which might or might not have been written by Doyle while visitng the city.
I would never have picked it up, but Ms. King came and spoke to a group of mystery writers and fans I belong to here locally, and I bought it because it was the least expensive book for sale there that day, and primarily so I could have it signed (I collect signed editions). But then I picked it up and started reading it, and couldn't put it down.