This is fantasy for adults: complex flawed characters, a world rich in detail, multitude of characters who live and do things for their own sake rather than to advance a plot point or help.
So based on your description, I read The Iron Dragon's Daughter and liked it a lot and agree with the rest of your description (that gargoyle scene!). But this part I don't really get: what part of it gave you a sense of many characters being agenty and pursuing plots unrelated to the heroine? It didn't give me much of a sense of that.
This is the monthly thread for posting media of various types that you've found that you enjoy. Post what you're reading, listening to, watching, and your opinion of it. Post recommendations to blogs. Post whatever media you feel like discussing! To see previous recommendations, check out the older threads.
Rules:
Note for this month's thread: As per comment in last month's 'meta' subthread, the "Television and Movies" subthread has been split into two: "TV and Movies (Animation)" and "TV and Movies (Live Action)"