Claymore.

I recently finished watching the series.
I'll just give the pros and cons for now, I'll write up some more later.

Pros:
Decent twists throughout the story.
Momentum builds fairly quickly and continues building until episode 25.
Many things are left as a mystery at the end.
Plenty of character development.
Not a happy anime (not at the level of Higurashi No Naku Koro Ni though).
Even the annoying characters have some form of roll in the story (hello Bleach).
Some clever abilities.

Cons:
Some annoying characters (Raki and Undine in particular).
The three most powerful beings in the anime barely do anything (one doesn't even make an appearance, just has a mention).