I would classify the Fallen Angels books as urban fantasy with romantic elements. In one online discussion I saw, LesleyW said that the Black Dagger Brotherhood books could be called urban paranormal saga. I really liked that. I think it's pretty apt, and particularly true for Lover Enshrined, where the romance, what little there was of it in the book, was a fail. However, there was a lot of other paranormal saga going on in that book. Then again, the romance in Lover Revealed was a fail for me as well, at least the Marissa part of it. The Butch/V part, on the other hand, was just fine.
As for Envy, I'm not at all sorry I got it. I was more interested in the parts with the angels than with the romance between Veck and Sophia Reilly. Not that Veck wasn't a good character, though, because he was. It was a decent book in the series.