I just finished reading Daryl Gregory's first novel, Pandemonium. Pandemonium is a story set in a world much like our own, but for the presence of body-hopping demons that embody archetypes of the collective unconscious and human imagination. The demons usually have fairly restrictive goals, and they possess people (usually people who fit a particular profile) in order to fulfill those goals. For example, one of the demons is known as The Truth. It usually possesses a man who meets certain physical criteria, dresses in a trenchcoat and fedora and guns down liars with twin .45s. The Little Angel possesses young girls with long hair in ringlets (thing Shirley Temple), and brings death to those who are dying and in pain. Not all the demons are necessarily killers, and some of them are able to transcend their narrow goals and become essentially human-like in their personality.
It struck me that these would, potentially, make pretty cool PCs in a roleplaying game. The demons aren't too far off from the avatars of Unknown Armies in the sense that pretty much any avatar could be a demon. On the other hand, they function somewhat differently. I've been tossing around some ideas on how the demons could be modelled in an RPG. The setting calls for something rules-lite and focused on things other than combat. I think there's some potential in using a FATE-like system, representing the demons with a set of floating Aspects.
The book is really good.It has good pacing, interesting characters, and sets up a compelling world and cosmology. If you enjoy Unknown Armies (or modern dark fantasy in general), you should definitely read it.