It is not always easy for me to differentiate between urban fantasy and paranormal romance.
The way I've come to differentiate between the two is that urban fantasy usually has romance-the Kate Daniels series, the Hallows series-but it's not the main focus of the story. Paranormal romance usually has urban fantasy elements-werewolves, vampires, demons, whathaveyou-but it's not the main focus of the story. The Anita Blake series is a good example of both--the first several books focus on the mystery type storyline, with the romance elements as a subplot, and the rest of the series is focused more on the romance, with the mystery plotline being secondary. Though I dunno if the last 2 or 3 books fit that--I stopped reading.
Also, a real big difference in urban fantasy and paranormal romance--UF is usually, but not always, first person POV, and PNR, or at least the ones I've read, usually have at least two third person POVs--the two main love interest characters. Shannon Butcher starts with two main POV characters, and as her Sentinel Wars series goes on, she adds other characters.
Other biggest difference in what's considered urban fantasy and what's paranormal romance--where the books are shelved in the bookstores.