Ironically, most of my personal collection seems to revolve around series that are either short or don't get much pub. Forgive me if some of them have actually been heard of.
USHIO & TORA : a 10 episode "boy and his demon" buddy action/comedy that actually pre-dates the INU YASHA anime, which got all the rep.
SHURA NO TOKI: Series about 3 generations of the Mutsu clan from fuedal Japan, which is a clan known for unbeatable hand-to-hand combat able to overcome any swordsman.
MASTER OF MOSQUITON: 6 episode OAV series about an (annoying) girl, the vampire who loves her and two frustrated demons that protect him. Rare vampire anime that spends half of it's time on manic comedy.
FATAL FURY: There are 2 OAV's and 1 animated motion picture, put out by Viz Media, although the DVD's are about out of print. Despite some other fighting games getting more anime, like Virtua Fighter (24 episode series) or Street Fighter (3 films, one 29 episode series), this is among the best, and IMO, the director hasn't made any anime this strong since.
DEVILMAN: 2 episode OAV, for dark tastes only. I mean the 90's one put out by Manga, not the cheesier 70's TV show.
Lupin the Third has had some tough time crossing over to popularity here. I prefer the movies to the series, but it's all enjoyable, low stress entertainment.
BLUE SEED: It has a lot of qualities that are famous in other anime, yet unlike many of them, actually had a successful conclusion that didn't feel like a mind-**** (we'll ignore the shameless OAV cash grab; I did). For it's time as one of ADV's first major series, it was kind of fun.
NIGHTWALKER: 12 episode vampire anime that is very "shojo" and loses some sort of "arc" focus after episode 4, but I still found it enjoyable.
GOLDENBOY: 6 episodes of extreme fanservice wrapped up in a wholesome purpose, this is a classic.
I SO can't wait for the inevitable ADV box set of the new GUYVER show, which likely will be out in early '08.