hmmm... if you like animals as well...
Wolf's Rain
both seasons of Spice & Wolf
If you like fantasy-style rpg's, like Dungeons & Dragons, you might like:
Record of Lodoss War (OVA series)
Record of Lodoss War (TV series)
Legend of Crystania (Lodoss War movie set after the events of the other 2)
As you seem to like darker stuff, like Serial Experiments Lain, I'd suggest:
Boogiepop Phantom - each episode is a story in itself, that overlaps stories of other characters and shows events from different perspectives. As a filming technique it is rare if not unique!
also I agree with what's posted above, Kino's Journey, Cowboy Bebop, Ergo Proxy... If you haven't seen it, A.D. Police Files is set in the Bubblegum Crisis universe. There's a lot of titles in that series if you haven't seen them all, like Parasite Dolls, Bubblegum Crash, etc.
You MIGHT like Blue Seed as well.
