If you are into action / violence, go with the new Hellsing OVA or Elfen Lied. The Hellsing OVA has 2 episodes out so far, but the first one comes out in the US on 12/5/06. Be ready to wait a fairly long period of time between releases.

Then there is Full Metal Panic. There are currently 3 full Metal Panic seasons. The first one is titled just Full Metal Panic, and is about 25 or so episodes. The second one is titled Full Metal Panic? Fumoffu ad is 13 episodes. The third one was just recently licensed and is set to be released some time in November. It's called Full Metal Panic: The SEcond Raid. I think it has 13 episodes + 1 ova. The first and third one are action and a decent ammount of comedy but not where it gets extremel silly. These two both are invested heavily in Mecha Battles. The second one, Fumoffu, is a comedy. There really is no mecha battles, or a real plot. From what I understand its just what happened in the everyday lives of the main characters between the first and third series.

The first one I think ran me about 70 dollars, and it comes in a nifty little ThinPack dvd box set. Fumoffu cost about 100 dollars but this was probably over a half a year ago, it may have gone down. The last one hasn't been released yet but I have a preorder on the box + volume one for about 30 dollars.

That's all in my little collection that I think you may like. (Minus elfen lied, I don't own that)