Not a private eye per se, but Repairman Jack -series by F. Paul Wilson might be up your alley, especially if you like your stories with a dash of paranormal/urban fantasy. The protagonist is a trouble-shooter, who helps people with their various problems. The help he offers is rarely legal, or nice. Be cautioned though, the first novel in the series, "The Tomb" has been published twice. The original version was released in 1984, and the author hadn't planned on using the main character again. The book was a bestseller though, and eventually he ended up writing more novels. He published an updated version of The Tomb in 2004, to retcon some of the more glaring continuity errors that had come up when he had developed the character further.