I have both the first and second volumes of night world and think they are amazing. About Gillian and Angel:
SPOILERX
Originally I wanted them together too, but as we discover that they are cousins...that sort of just died there.
My favorite story would definitely be a tie between Daughters of Darkness and Soulmate.
I can't wait to read the third volume, I've just been really busy as of late and haven't gone to get it yet.