Some of the best (in my opinion)...

For series:

Elfen Lied
Kimi Ga Nozumu Eien
Samurai Champloo
Trigun
Gunslinger Girl
Noir
Death Note
Cowboy Bebop
Gungrave

Aaand as for movies and the like:

Mononoke Hime
Perfect Blue
The Girl Who Ran Through Time