Blood Bound by Patricia Briggs
"Mercy has friends in low places—and in dark ones. And now she owes one of them a favor. Since she can shapeshift at will, she agrees to act as some extra muscle when her vampire friend Stefan goes to deliver a message to another of his kind. But this new vampire is hardly ordinary—and neither is the demon inside of him.
When the undead and the werewolves sent to find him don’t return, the local vampire queen turns to Mercy for help. A coyote is no match for a demon, but Mercy is determined to get her friends back—including the two werewolves circling around her heart."
Mass market, a decent copy