I've been following Persona 4: The Animation, and I just started Fullmetal Alchemist: Brotherhood. Persona 4 has been excellent so far, with a good balance of humor, action, heartwarming moments, and sheer creepiness. I haven't played the game, but my friend who has tells me it's a great adaptation.
I avoided the first Fullmetal Alchemist thanks to overhype from people I knew, but I really, really like Brotherhood.
Oh, and Hellsing Ultimate, but that got a little too icky for my taste around Episode V.
Edit: Maybe it was IV... Alucard fought Rip Van Winkle and The Major went on a creepy 5 minute rant about war.