Wolfe, all of the books, up to "The Last Precinct", are in the first person - so its all from Kay's perspective.
Then, in BlowFly, as stripforensics mentioned, it changes to the third person - and all the books after that are the same way.
I like it in that you get to follow the other characters around, get to know them as they are, not just as Kay sees them. I love Lucy (tee hee), but when she wasn't physically in the presence of Kay, she wasn't in the story. Now, with the 3rd person narative, you can go off with Lucy for a while and get to know her better.
However, I think the later stories have lost something with the loss of Kay as narrator. She's no longer the focus of the stories, and as a result, I don't think the stories are as rich. One of my favorite things about the books was getting inside Kay's head, knowing where she was coming from, getting her perspective, learning things as and when she learned them. So I'm sad that the format has changed.
That being said, I acknowledge that the story that is being told, particularly in Blow Fly, probably could never have been told in the 1st person.