One thing I really want to see less of: Attempting to make magic a form of "science." (Sorry, Mr. Butcher. That's the one thing I dislike about the Dresden-verse.) Magic(k) isn't science. Magic is religion.
When magic is assumed as science, it also assumes that, like science, magic is dispassionate towards mythology, culture, and tradition. In short, the urban fantasy axiom is "Magic is the same everywhere. Culture and tradition are just 'flavorings.' " In the real world, that just isn't true. Not all magic systems fit into the Egyptian/Golden Dawn/Wicca template. (Disagree ? Try plugging in the ancient Chinese, Babylonian, or tribal New Guinean magic systems into that template.)
It seems to me that all modern urban fantasy takes a magic-is-science approach because it is dispassionate and, as a result, won't offend anyone. In short, magic has become politically correct.
If your character is a Catholic, give him a Catholic viewpoint and make his magic match it according to Catholic tradition; If your character is Wiccan, give him (or her) a Wiccan viewpoint and make his magic match it.
Sure, it takes a LOT of extra research. But it makes magic less homogenous; As a result, you gain real-world verisimilitude and lose that "I cast a ninth-level fireball. Roll your saving throw" feel.