I've just read an excellent heist-gone-wrong novel, The Wheelman by Duane Swierczynski. I liked it a lot--it's smart and funny and ludicrously full of plot twists and ABSURDLY violent--and it's set in Philadelphia, too. What more could you possibly want?
(NB I have just corrected my original post, in which I misspelled the author's last name.... because it was MISSPELLED ON THE SPINE OF THE BOOK. This is not good.)