I think you may be looking for Philip José Farmer's Image of the Beast and its sequel Blown, published in 1968 and 1976 respectively. Here's a review from the first book:
Harold Childe is a half breed, a human and a alien. Except he doesn't know this. A former cop turned P.I. is now on the case of who or what happened to his soon to be ex-business partner. After the delivery of a video tape showing his partner being murdered during sex that is a bit beyond S&M, Childe starts following his instinct and leads. Where it leads him is on to a path filled with sexual encounters with a band of aliens. After several graphically imaginative sexual situations Childe finds out his alien birth rite and not only solves the case but saves the day.
Or, from another review (mentioning more of the monsters):
Private Detective Herald Childe is called to Police Headquarters who have received a film in the post showing Matthew Colben (Childe’s partner) tied to a table being seduced, tortured and finally castrated by the bite of what appears to be a vampire.
....
The problem one has with the novel is that there is no real reason why the creatures Herald discovers should be so sexually obsessed. He is seduced by a snake-woman, a pig-woman and – for even less good reason – the resident ghost of Igescu’s mansion, Delores Del Osorgo. These bestial (and ectoplasmic) acts are described in interminable detail.
Philip José Farmer is definitely one of the well-known sci-fi authors of our time, so this fits too. The covers vary a lot, and a few push the rating level of the site, but here are two of the safer older ones:
(earlier version of Blown cover with artistic nudity)