Some good movies/OVAs are:
* Voices of a Distant Star (A love story AND Giant Mecha fighting aliens, what more do you want? ^^)
* 5 Centimetres per Second
* The Girl Who Leapt Through Time
* Ghost In The Shell 1
* Ghost In The Shell 2: Innocence
* Blood: The Last Vampire
* Anything by Studio Ghibli
* All the OVAs from the Hellsing Ultimate series (much better than the anime series amd it's very faithful to the original Manga)
Some good anime series off the top of my head are:
* Ouran High School Host Club (sure it's probably too kiddy for you, but it's a giant dig at shojo anime and rather hilarious ^^)
* Higurashi no Naku Koro ni (as mentioned above)
* Vampire Knight
In case you can't tell I have a very broad spectrum of Anime I like