I have a short list, an old list for the most part:
Record of Lodoss War
Vampire Hunter D
and a few other I have forgotten the names of.
Oh, Excel Saga is awesome. I actually named my dog Mynchi. As for the other two... Never heard of them. Care to enlighten me? :p
My-HiME - Mai Tokiha has just transferred to the prestigious Fuuka Academy. En route to the school, she becomes involved in a battle between two girls with magical powers, Hime. She discovers that is also a Hime and that Hime are destined to fight monsters called Orphans. But there is more to the school then it seems. Someone is gathering Hime at Fuuka Academy from across the world. Furthermore, organizations are vying for control of the powers of the Hime. In all of this, the fate of the world hinges on the powers of Mai and the other Hime.
It is a darker, more mature look at the magical girl genre. It eliminates many common tropes of the genre such as transformation sequences and nonlethal combat. By the end of the series, about half the cast is dead.
The Melancholy of Haruhi Suzumiya - Kyon is a regular high school student. No, seriously, this time he is a perfectly ordinary high school student. No special powers, latent magical ability, giant robot, or secret ninja lineage. Then he meets a girl who seems more then a little strange, Haruhi Suzumiya. She wants to find any aliens, time travelers, or psychics; Haruhi has no interest in the normal.
One day, Kyon accidentally gives Haruhi the idea to form a club devoted to finding aliens, time travelers, and psychics. Haruhi forces Kyon and several other people to join her club which she calls the SOS Brigade. Unbeknownst to Haruhi however, she has recruited an alien, a time traveler, and a psychic, all of which have an interest in Haruhi. According to them, Haruhi has an ability to reshape reality to fit her whims, but Haruhi doesn't realize it. Normally, this ability is harmless and suppressed, but when Haruhi gets bored, strange things happen. Or she gets really bored, the universe could end. So it is up to Kyon and the rest of the SOS Brigade to keep Haruhi from getting too bored.