Anime rocks!
I've got a few series on DVD, and some that I have rented/watched over the years.
One of the biggest sets I own is Robotech:Complete Collection. It is 14 DVDs spanning 85 episodes. It includes The Macross Saga, The Masters, and New Generation. Kick ass!
I loved Akira. I very dark story, which made it all the more enjoyable. I find a lot of Anime stories to be dark in tone and ones in which the "good guys" don't always win(or even survive!).
I also have Blood: The Last Vampire, Ghost In The Shell, Aeon Flux, Neon Genesis EvanGelion, Metropolis, Spirited Away.
I also have La Blue Girl 1 & 2, which is for adult audiences only.