I'm not sure how they'd count on a rationalism-o-meter, but I've enjoyed Kadrey's Sandman Slim novels tremendously.

Premise: a man is taken alive into Hell, and put to fighting in the arena. Every injury makes an invulnerable scar. He escapes to LA to get revenge on his fellow magicians who sent him to Hell and killed his girlfriend.

As might be predicted, he has a wiseass sense of humor.

Violence, confrontations, metaphysics, and snark-- if that's what you want, there are four medium-large novels worth of it. The first three are one story arc, and the fourth is a complete story.