Well, it's Young Adult fantasy, but actually very well written with a deep look into the lives of thieves/spies:
Trickster's Choice and
Trickster's Queen by Tamora Pierce. The main character's father is the Thief King, and she kinda takes after him.
EDIT: She also wrote the
Circle of Magic,
Circle Opens, and the
Will of the Empress, which are all books with thecharacter named Briar, who is a former thief, included.