Bartender is my favourite anime because it's probably the only adult oriented anime that's ever engaged me from start to finish. No super powers, no guns, no swords, no mindless killing and no fanservice, just excellently written stories.
Somewhere towards the opposite end of the anime spectrum is Kaiji. Still no moe, harem and pantsu shit, but this anime is tense. It's about a normal, shit-scared guy gambling with his life to wipe his debts with the odds stacked against him. Watching the first series of this over two days was actually the first time I broke a sweat watching something on TV.