Paranormal Romance & Urban Fantasy discussion

A few months ago I started reading a novel that seemed interesting but at the time I was very busy and I couldn't finish it. I can't remember what it's called. It has a female lead that practices gray magic and her nickname is Shadow (I think). In the first chapter she kills a demon that was living inside a shoe. She uses guns.
If you know which book I'm talking about please let me know. Thanks!

I'm pretty sure that's Storm Born by Richelle Mead. Identifiable by the shoe scene, LOL. First of its kind I've ever read.

LOL I agree with New User it's Storm Born by Richelle Mead.

Wow! After that, I think I'll be picking this one up myself, LOL!