Vision of Escaflowne shouldn't be missed by any anime fans... though the dub is terrible, so try for the subbed version.

For action-adventure fantasy, Arc the Lad is always worth it: semi-futuristic battles mixed with magic, monsters, Guardian Spirits, and a great plot.

Hellsing is great, and considering that Legend of the Overfiend is classed as hentai, and Hellsing is not, I suggest you give it a chance.

For action/comedy, you might want to try Bastard!!. If you like late 80's-early 90's heavy metal or D&D, it's a must have.

For horror movies, try Rumic World Theater, the creepy stuff Rumiko Takahashi did before Urusei Yatsura, Maison Ikkoku, and Ranma (also all highly recommended).

For fantasy/comedy, Slayers is probably one of the best out there, and the dub isn't half bad.

Since you liked Rayearth, you might also enjoy Sakura Wars, which is a bit more upbeat, but still has cool mechs.

There are a lot more... but you might want to try anime.mikomi.org/reviews for more titles and more in-depth recommendations.