A subgenre of paranormal books and of romances is paranormal romance. These books focus mainly on the romantic relationships with a background theme of vampires, shapeshifters, ghosts, time travel, fantastical beings, and psychic abilities.
WiseGeek describes it this way: Paranormal fiction, also called supernatural fiction or speculative fiction, is a specific type of fantasy fiction. Paranormal stories encompass elements of the paranormal, such as ghosts, vampires, werewolves, shapeshifters, and any sort of magical or otherworldly creatures. This type of fiction often goes beyond fact and logical explanations to speculate about the things that cannot be seen or proved, such as extrasensory perception (ESP) and alien life. There are several different categories of paranormal fiction, such as young adult (YA) fantasy, urban fantasy, supernatural horror, and paranormal romance.
And yet another definition comes from QueryTracker: Paranormal stories are set in the real world, the world as we know it…with a little extra thrown in. Vampires, shapeshifters, fairies, elves, witches, demons, gargoyles, ghosts, psychics, mediums, telepaths, time travelers…these all belong in the paranormal world. Use the same test as we used for the fantasy worlds…if you can take away the “weird” factors and you are left with our everyday world = paranormal. For example, if you take away the sparkling, gorgeous vampire, or vengeful ghost, or the time portal the main characters travel through, and you are left with everyday Earth – your story is paranormal fiction. Jim Butcher’s The Dresden Files and Charlaine Harris’s Sookie Stackhouse vampire books are examples of paranormal fiction.
Now that we know what Paranormals are... I have to say, I like reading Paranormal titles! I've attempted writing a Fantasy, but no Paranormal ones. So I will leave the advice up to others.
Tips from Huffington Post
An into into Paranormal from Writer's Digest
Goodreads' list of New Paranormals
Goodreads' list of Best Paranormal Romances
Goodreads' list of Popular Paranormals