I like the 'Fire not Working' thing... interesting.
So I have two main thoughts right now. First is for a shorter introductory story arc, second a much larger scale recurring villain, but definately off-the-charts into 'untouchable'. The first, at least, will be long, as I want to describe the story as well.
1.) Many unexplained bank robberies over the past several months, from different local banks. No holdups, just money is GONE. Now, however, a security guard was found dead behind the most recent bank to be 'hit'. Agent from a group consisting of the local bank owners and managers comes to the PCs (one wants to be a PI... yay!). Agent indicates that police are looking into it, and at least one more detective agency is, but unusual circumstances regarding the death caused one of the owners to suggest the PC detective, whom he had heard of as looking into 'unusual' cases.
PCs are told that the dead security guard was autopsied and found that most of his heart was missing, with no sign of external injuries. The heart was found in the alley with the man. This info is not released, and the police believe that something else is going on, like someone screwed up somehow at the scene, but they are reporting a heart attack to the press.
Upon investigation, PCs can discover through careful searching of video cameras that one young man is at every crime scene. Already long story short: this young man is naturally Gifted, and has learned to use his mind to focus on a spatial area and transport whatever is there to him (over short distances). He has been using this skill to steal money, and when a guard happened upon him, he reacted by doing the same to the man's heart.
So we have a young man who has been stealing, and who broke the 1st law. Don't know if my player's characters will know about the Laws, but even so, they will certainly be looking for him to resolve the case.
Characters shouldn't find out until resolution that the boy lives at home with his mother and deathly ill sister, who is now getting treatment because of the money the boy was stealing. The intent is, again, an introduction. They get an intro to magic, sleuthing (simple case), consequences of magic, and finally that there are many motivations for the NPCs, and it's not always just greed.
2.) This is the crazy one. I won't go into story here, though, as he should be a recurring factor. The bank owner who suggested that the agent contact our detective PC in the story above is actually more of a baddie than just a businessman.
He's actually a demon. Yes, a lying-to-badness demon. In fact, he is part of what you might call the 'High Court' of Hell, taken form on earth and meddling however he's allowed. That's kind of the crux, though. The PCs shouldn't know what is allowed for the <truly> higher powers like angels and demons. In this case, he isn't allowed to directly harm any of them. He uses his position, power, and influence to both toy with them and get them to work for him, though they don't usually realize it. And probably fairly early on he'll show up in a Marcone-esque way at the scene of a supernatural battle and show his true self (though rather than a mortal among nasties, this would be more like Godzilla among gekkos)... just so he can later rub their noses in working for him and helping him as he goes about his evil badness...
Too much?