Can anybody pinpoint for me the difference between "Dark Fantasy," "Urban Fantasy," "Supernatural Thriller," and "Soft Science Fiction?" I've had my book classified as all of the above at some point or another, and I'm trying to figure out which label best suits it
There's a lot of good opinion around, but no authoritative opinion, and no consensus. The labels are either marketing labels or categories of story-design, depending on whether you're trying to write one, sell one or promote one you've sold.
Here are my 'writing one' descriptions...
A fantasy is a story that uses whimsy to create a dream-like state in the reader. The location of fantasy is irrelevant; what matters is how the whimsy shapes the characters, setting and consequences.
Dark fantasy is fantasy that breaks taboos as a routine part of its story exposition. This differentiates it from horror, which is fantasy that breaks taboos at its crises. Taboos like forbidden interactions with the dead, devouring babies etc... make us feel uncomfortable, and it's that which gives us the sense of darkness. The fear in horror comes from additional thriller elements (on which more later) used to further enhance crises -- but those thriller elements can appear in other genres such as mysteries and dark fantasies too.
Urban fantasy is a fantasy that finds its whimsy in an urban environment. The whimsy capitalises on urban density, urban ambitions, urban problems, urban complexity. It could be a simple transplant of the whimsical into an urban environment (vamps, werewolves living among normal city-dwellers), or it could be the extrapolation of ordinary city features (e.g. buildings) into the whimsical (e.g. urban castles). There's nothing to stop an urban fantasy from being dark, or a dark fanasy from being urban.
Thriller-writing is a technique of building and maintaining anxiety. It does this by building toward an atrocity that's barely avoidable, and then holding resolution in suspense. The atrocity is often on a large scale (e.g. the destruction of a city), but it can also be on a personal scale (e.g. the murder of a family). Because the atrocity can also be a taboo, thriller-writing is highly compatible with horror-writing, and many horror stories are build on thriller-writing. But there's nothing to stop thriller techniques from being used in many other kinds of stories: mysteries, romance, fantasy etc...
A supernatural thriller is simply a thriller where the plot is built on a fantastical element. It only becomes a horror story if its atrocity breaks major taboos.
'Soft' Sci Fi is just fantasy decorated with scientific or technological elements. Like any other fantasy it aims to create wonder with its whimsy. By contrast 'hard' SF aims to investigate scientific or technological frontiers in a realistic rather than whimsical fashion.
Hope that helps.