I do like this Kresley Cole series. No Rest for the Wicked was about Kaderin, a Valkyre who lost her ability to have feelings, and Sebastian, a vampire. She intended to kill him but was unable to, and she notices she has feelings when he's around. As a bit of background, her sisters were killed by vampires.
Kaderin joins a "supernatural Amazing Race" competition, which she's won the last dozen or so times she's competed (it takes place every 250 years). This year the prize is a key to go back in time; she plans to use it to bring her sisters back. Sebastian knows she's his mate and wants to be near her, so he joins with the intention of helping her. She pushes him away every chance she gets, but he is persistent. She is neck-in-neck in the competition with a werewolf, and he's a brutal competitor, desperate for the prize. As Sebastian follows her, helping and sometimes protecting, she can no longer deny the attraction between them but she knows her family will not approve of a vampire mate. Ultimately she must put her trust in him, not only for her own survival but that of her sisters as well.
I hope the rest of the series is this good!