Kino's Journey is about a young gunslinging girl who travels to different towns/"countries." If the Dark Tower had been a Ray Bradbury short story anthology, it might feel a lot like this anime.

Code Geass was also quite good for a giant robot anime. Lots of political intrigue.

Baccanno rocks. It's sometimes humorous and sometimes disturbingly dark/violent, kind of like a good slasher flick.

Ooh, and Haibane Renmei. Mellow melodrama in purgatory.