Its hard for me to think in terms of favorites, there are too many good heroes and heroines out there.
Thought I would give a plug for a new guy I ran across recently:
James Swain's investigator Tony Valentine
Tony is an old school hard boiled kind of guy, retired cop who used his talent in detecting gaming cheats in creating a second profession.
While based in Florida, Tony gets around, going where the action is, whether locally or in Vegas and Atlantic City. He has a worthless son who has based his own profession on getting into scrapes for his dad to bail him out of, though there is still hope for him.
Great series so far. I've only run across 4 books in the series.