Sandman Slim is angels, demons, humans, kissi, all kinds of other stuff, in a love letter to Los Angeles, draped in a fantasy detective story - all the tropes of the clueless detective in the dark city are there, plus magic.
A magician is betrayed and thrown into hell, then his girlfriend is killed, so he comes back for revenge. And if you think that's the story in The Crow, you'd be totally right, complete with a main character that makes decisions based on his own lunacy more often than not. Armed with powerful talismans (that he barely uses and then he uses them wrong) that he stole from hell and helped by an army of pixie like girls (that are totally not his girlfriend who was also a tall slim woman) and with the support of random friends who he makes or meets again exactly when he needs them, he starts bungling about, getting people killed and somehow surviving himself. Not that his heroic purpose is not there or that he doesn't feel guilt for collateral damage, but if you think about it at the end of the book, almost nothing he achieves was his merit, other than an incessant drive to kill a particular person and all of the people who died in the crossfire.
The book was fun, I enjoyed it once I would turned my brain off. It's pulp and, having looked it up in order to write this review, there are eight freaking books in the Sandman Slim series. I felt instantly tired when I found that out. I am pretty sure I am not going to continue reading the series, not because it was not a good experience, but because I am looking for a different kind of experience most of the time. Right now, having a terrible flu, I couldn't handle anything more intellectual, so it did its job.
Bottom line: if you are looking for some fun fantasy that leans a bit too much on coastal United States humor and is set in Los Angeles, this is the book for you. Richard Kadrey writes well and you can always use this as a palate cleanser. But if you're looking for a story that will make you question the nature of reality and fill you with thoughts well after you've read it, you might choose something else.