Full metal for an animé you can sink your teeth into, and it just gets better and better (and better and better. until the movie. movie's still decent though.)
For shorter ones I'm gonna recommend the latest two I've seen, which are both freaking great:
Claymore and darker than black.
Claymore has loads of really cool fight scenes, but the main business for me is the really great character development throughout. I really can't recommend it enough. And don't get put off if you watch the first episode, the really annoying kid becomes a lot less important as it goes on.
Darker than black is also really good, but I can't say too much without giving it away i guess.
Watch it anyway!