Gray single-handedly fulfills the fantasy of Nancy Drew wannabes everywhere, ditching her publishing-assistant job to join the Agency, a small Manhattan PI firm filled with too-strange-for-fiction coworkers. ''As Spygirl I could protect my friends and rebuke my enemies,'' she writes. ''I would vanquish the innocent and make the boys love me.'' Well, not exactly. Gray's gigs basically consist of following a duped bride-to-be and investigating a guy who steals Social Security numbers -- which means there's plenty of room for pages devoted to boys. Gray doesn't steer far off the well-Choo'd path of chick lit, occasionally trying too hard to channel Carrie Bradshaw (''But I wanted to know: When did it become politically incorrect to be lonely?''). Still, her Spy in the City antics are a hell of a lot funnier than anything Carrie's done lately.