Clockwork Angel: the Infernal Devices, Book One
There are cyclons in Victorian England. Other dangers include emotionally unavailable hottie demon slayers, wayward brothers, and the usual supernatural suspects (vampires, warlocks, werewolves). 16-year-old shapeshifting Tessa Gray is a likable protagonist, and the other characters, both naughty and nice, are both naughty and nice, meaning that the good guys have their flaws, and you have some understanding or respect for the bad guys. This is the first installment in what the annoying (how do you turn off the sound?!?) website indicates will be a trilogy. It does read like exposition and denouements, but doesn't end.
"Anger, Tessa thought, was satisfying in its own way, when you gave in to it. There was something peculiarly satisfying about shouting in a blind rage until your words ran out.
"Of course, the aftermath was less pleasant. Once you'd told everyone you hated them and not to come after you, where exactly did you go?" p.306