DAUGHTER OF SMOKE AND BONE, by Laini Taylor

The story: blue hair isn't the only thing that makes Karou different from the other students at her school in Prague, even though she doesn't talk about it. Raised by demons, she now works as a messenger between the demonic and human worlds, and in her job, the most important thing is to avoid the angels--beings from the other side who are the demons' sworn enemies. Little does she know that the secrets...and the angels... from her unremembered past are about to catch up and destroy the new life she's come to know.