The Anita Blake books are the only ones that I've read where the character is actually sleeping with most of the monsters chasing her. Mercy Thompson and Sookie Stackhouse have men chasing them, but they only tend to date one at once: they don't have actual harems.
Sometimes the relationships involve sex, sometimes they do not. Enough involve sleeping with the monsters that it would be hard to collect a large sample without encountering them.
As for Anita Blake, over the last few weeks I read the first six. So far she hasn't managed to have sex with any of her harem. She's too busy being a prudish Christian necromancer who thinks a lot about how her men/monsters make her wet. I understand there is a transition at some point in the direction of raw erotica. I'm not sure I'll get that far.
Worse, there's a transition on the direction of dreadful writing.
If it's worth saying, but not worth its own post (even in Discussion), then it goes here.