I echo post #2 about the "Uglies" series - those books were great.
I also recommend Cassandra Clare's series, including "City of Bones," "City of Ashes," and "City of Glass." This series is about a girl named Clary who learns that demons walk among us, and eventually starts to fight them.
Another good one was Melissa Marr's "Wicked Lovely," which tells the story of Aislinn, a girl who knows about faeries but tries to avoid them, until they begin to interfere in her life. The follow-up to this book is "Ink Exchange."
I have heard good reviews of the "House of Night" series, which is about teenage vampires, but I haven't read that particular series myself (yet). The same goes for the "Inkspell" series, the first of which is now a movie.
I also recently read "Hunger Games," which was a great book. It is the first in a series, and it's about a girl who lives in a society where every town has to send one boy and one girl to the capital (annually) to compete in a battle-to-the-death scenario not unlike "Survivor." The only winner is the one who has killed or out-survived everyone else. It was very enthralling.