Literally a plot point in Dresden Files. MC is a wizard who lives in Chicago doing private eye work. Regularly carries a blasting rod (wand) and a revolver. One big wizard gets taken out by a sniper rifle fired by a demon. He has semi-regular backup from non magical friends who are just well armed.
A regular human mafioso who is just so good at being a conniving and ruthless piece of shit that he can hold his own with the magic folk is a recurring character. Your spells don't mean too much if four goons get the drop on you with a metal pipe when you weren't prepared.