Daughter of Lust - Ann Mayburn This was slightly better than 3.5 so I rounded up.

This was another very interesting world from Ms. Mayburn. Most of us are told that Hell is full of fire and brimstone and if we go there, we're damned to spend eternity there in penance for our sins. But in this world, Heaven and Hell provide a natural balance to each other. Hell has princes of the different sins, and they each have a kingdom in Hell. Satan rules Hell, but he's been despondent since his blood-mate died over 2000 years ago, so now some of the other princes of Hell think they can take over. But Hell can be a beautiful place, and people are sent there to work through their sin so they can ultimately rise to Heaven. But if someone can't work through their sin or they are pure evil, they are just cast into Chaos.

Anyway... we have Natalia, who is a Russian peasant, born to her sweet mother and gambler father. Turns out her father lost to the Prince of Lust and the wager was one night with his wife. The demon presented himself to Natalia's mom in the form of her husband and impregnated her. It's very rare for a child to be born from such a union and even less rare for it to be a female. Natalia grew up just like any other girl, but she's been feeling strange things recently. Things that would be horrible in the modest 1200s make her feel stronger when she thinks of them. Sometimes even the thought of bringing pain to someone gives her energy. One night, while searching for her father in one of the gambling dens, she almost kills one of the big crime dudes. Because of her bravery in standing up to him AND getting in a position to slice his throat, he becomes enamored of her. At the same time, the Prince sent someone to find his daughter, and Raum appears to her as her brother's best friend, Vicktor. Natalia always had a crush on Vicktor, and now that she's older, she feels even more drawn to him. And she falls for both men but for different reasons.

The story is a lot about her learning her true heritage, learning more about the Hell that actually exists as opposed to what she's been told her whole life about it from the church, coming into her own powers, and avoiding all the pitfalls thrown in her way by the princes who are trying to overthrow Satan.

I was disappointed that she didn't claim Raum... he's the only one who smells like anything good to her... why can't she claim him already? and I also wasn't sure what the "battle" at the end meant. But that just means I'm going to have to read #2 whenever it comes out. Because this story was definitely not done.