It sounds to me like you only watch anime that comes on major networks like Cartoon Network. No offense, but you can't say there aren't good anime films if you've only been watching the heavily gutted kid friendly adaptions of the more kid friendly series. Really not trying to pick on ya, so sorry if that comes out wrong.
You should check out some of the movies listed above, there are plenty of anime films that are better than some of the live action movies that come out.
Ninja Scroll, Akira, Ghost in the Shell (original movie), Vampire Hunter D, The Cowboy Bebop movie, and several others are all great movies. Perfect Blue is one of the better psychological movies I've seen in awhile. Princess Mononoke wasn't bad either, but not one of my faves. Not saying you should buy them all, but check a few of those out before you say there aren't any good ones heh.