Gungrave - By the same dude who did Trigun
Shakugan no Shana - One of my favourite series, a bit over the top but fun to watch
Fate/Zero - Prequel to Fate/Stay, and IMO the better series
Durarara - Modern day Baccano
Serial Experiments Lain - Similar experimental feel as Ergo Proxy
Full Metal Panic - One of the best mecha anime out there
Ghost in the Shell: Stand Alone Complex - A must watch; steam-punk type feel
Kara no Kyoukai - Very dark, serious set of movies
Eve no Jikan - Robots, 'nuff said
Phantom: Requiem for the Phantom - Similar to Darker Than Black, a guy works for a underground crime syndicate
Evangelion - Retard MC, but one of the only series where it actually works. Also a must watch.
Planetes - Realistic representation of space travel in the future, really good series
Psycho Pass - A new, futuristic detective series with lots of twists and also very dark
Steins;Gate - First half starts out light hearted, but gets serious in the second half. Deals with physics and science.