It's Demonata, and yes, I have read them. The second book is Demon Thief, and coming out soon is book 3 called Slawter. (I know it's spelled wrong, but that's what it's called.)
If you like Darren Shan, he has an older and more popular series called Cirque du Freak. I recommend them to anyone who likes the Demonata. The first book is called A Living Nightmare, and it's gory, but there is worse out there.