Knowing you as I little know you, and seeing the suggestions given, I find it weird that Black Lagoon wasn't mentioned. It's modern, but it's mature, sometimes going a bit into the sick part without containing gore (it's more like psychological sick) The closest thing I'd say is "good story meets triple dose of Hollywood action", and I can tell from the few I've seen of the anime (I'm reading the manga, though, and it's a faithful and literal translation)

There's also Saiyuki, as well as Saiyuki RELOAD (the sequel). While it has a bit of bishounen right on it, it's a pretty interesting run on the Journey to the West, and it also has some dark thematics. It's pretty well rounded.

I'd say Kateikyoushi Hitman REBORN, but it still falls into the "ordinary guy discovers his Super Saiyan heritage". If you decide to give it a try, focus on the mafia aspect, and on the character of Reborn specifically. He's hilarious, in every sense of the way.

If you can get your hands on it, the anime version of Witchblade. Disregard the owner's identity, disregard the child. Just focus on how they worked with Witchblade. It's quite different from the American comic, and certainly interesting to see.

I heard some time ago that Studio Gonzo tends to make one spectacular series after doing a lot of weak series. The person who told me that (well, them, since it was being referred to someone else; I just happened to hear) told that while watching their version of the Count of Monte Cristo. Can't recall the name of the series, but definitely give it a try. Not only it is eye candy (the animation is simply spectacular), but the re-imagining of the original book certainly makes a pleasant distance from both the book and from typical conventions.

Also, Soukou no STRAIN. Short, strong and up to the point. The first episode alone is shocking to behold, and it will please you. Then later, it gets grittier.

Consider that all of these series are roughly from the time you were asking, if not earlier (sans Reborn, that's more up to date).