I just received the latest Val McDermid [2] mystery to check out, and I've had to put it away in the cabinet so I'm not tempted to start reading on duty. I enjoy all of her books, but the Dr. Tony Hill/Carol Jordan [3] mysteries are the ones that I finish in one sitting. Tony Hill is a psychologist and criminal profiler who works with the British police - often DCI Carol Jordan. Tony is a character with many psychological problems of his own and the gruesome details are not for the faint of heart, but I find these books to be gripping mysteries. Many people also enjoy the TV series inspired by the books, Wire in the Blood [4]. For reading purposes, start with the first book, The Mermaids Singing [5].
On this side of the pond (Boulder, Colorado), Stephen White's Alan Gregory series [6] follows psychologist Gregory and his family and friends through sixteen books. They combine the fast-paced plot of a thriller with complex characterizations to form a series you'll want to follow from the beginning, with Privileged Information [7].
Finally, two of my favorite fictional characters to spend time with: Dr. Alex Delaware and his best friend, Detective Milo Sturgis, stars of Jonathan Kellerman's [8] long-standing series. Alex is a consulting psychologist for Milo's cases with the LAPD and the city of Los Angeles becomes a vivid character to the reader. Alex is often reckless, but not tortured, an intelligent and compassionate person you enjoy having as a guide through these plot-driven investigations. I don't know that these have to be read in order, but if you share my affliction for having to start at the beginning, read When the Bough Breaks [9]. I also highly recommend the audiobooks [10], read by John Rubenstein [11].
Links:
[1] http://hcpl.net/users/linda-stevens
[2] http://catalog.hcpl.net/ipac20/ipac.jsp?menu=search&aspect=subtab13&term=val%20mcdermid&index=.GH#focus
[3] http://catalog.hcpl.net/ipac20/ipac.jsp?menu=search&aspect=subtab13&term=tony%20hill%20carol%20jordan&index=.GH#focus
[4] http://catalog.hcpl.net/ipac20/ipac.jsp?menu=search&aspect=subtab13&term=wire%20in%20the%20blood&index=PDVTITL#focus
[5] http://catalog.hcpl.net/ipac20/ipac.jsp?menu=search&aspect=subtab13&term=mermaids%20singing%20mcdermid&index=.GH#focus
[6] http://catalog.hcpl.net/ipac20/ipac.jsp?menu=search&aspect=subtab13&term=stephen%20white%20alan%20gregory&index=.GH#focus
[7] http://catalog.hcpl.net/ipac20/ipac.jsp?menu=search&aspect=subtab13&term=privileged%20information%20stephen%20white&index=.GH#focus
[8] http://catalog.hcpl.net/ipac20/ipac.jsp?menu=search&aspect=subtab13&term=jonathan%20kellerman&index=.AH#focus
[9] http://catalog.hcpl.net/ipac20/ipac.jsp?menu=search&aspect=subtab13&term=when%20the%20bough%20breaks%20kellerman&index=.GH
[10] http://catalog.hcpl.net/ipac20/ipac.jsp?menu=search&aspect=subtab13&term=jonathan%20kellerman%20audio&index=.GH#focus
[11] http://www.imdb.com/name/nm0748270/
[12] http://hcpl.net/taxonomy/term/33
[13] http://hcpl.net/category/tags/psychologist-detectives