Haven't watched in quite a while, but some I remember and loved:
Elfen Lied for your gory fix. It has it all! T&A, romance, bits and piece of people freshly dismembered.
Full Metal Panic. I loved every second of it. Comedy, downright silliness, battles (and I don't even like mechas, but FMP is so good.)
Basilisk. Amazing art, the story may not be the most original thing ever (think of Romeo and Juliet, but with ninjas) but I liked it, good characters, etc.
Monster. Art isn't all that amazing, but it fits the anime. Mystery, murder, shit like that.
Fate/Stay Night. A sort of battle royale between magi/wizards. Though the novel is way better (if you don't mind the porn bits I guess). I would recommend Tsukihime, but the anime is so fucking bad in comparison to the novel.
Berserk. Fucking brilliant, the artwork is a bit rusty since it's an old anime, but it's a must watch. I heard rumours that they were planning to continue its anime, since the original version has a lot more story than what is shown here. Anyway, watch this shit, even if you can't get the full story until someone continues where it left off.
I must forget some, but it's been so long already D: