The Darkest Kiss by Gena Showalter

Lucien is the Warrior of Death and Lord of the Underworld. Charged with taking souls to heaven or hell upon their death, Lucien has no choice but to do as he is has been commanded to do. His demon is Death and Lucien despairs of ever being free. His sin? He was the leader of the warriors charged with protecting the dimOuniak and instead of protecting it, he opened it and unleashed hordes of demons throughout the world. Death is his punishment and his life. Until Anya. Anya makes him smile. She makes him laugh. But most of all she makes him yearn in ways he had long ago forgotten. These yearnings make the task he has been given that much harder. It seems the leader of the gods wants Anya dead and Lucien is to be her destroyer.

Anya, the Goddess of Anarchy, has set her sights on Lucien, the Warrior of Death. Doing everything in her power to make him notice her, she just wants to feel his skin and touch him in ways that she shouldn't be thinking. As the Goddess of Anarchy, she must allow herself some mischief in order to survive and in doing so, she tries her best to make Lucien laugh. While she wants Lucien with every breath in her immortal body, she knows they can never consummate their relationship because her curse is such that in doing so, Anya would be forever in love with Lucien, even if he does not love her back.

When the man she has come to love and cherish tells her he has come to claim her for Death, Anya is not having any part of it, even if her desire stays strong. Pursuing each other across the world, forces beyond their control threaten them and when it is too late to turn back, they despair at ever being together.

Anya was annoying at first, bit she gradually grew on me as more of her story was revealed and she grew up a bit.