.Hack and Gungrave are both really good. Hellsing is good too, I guess, but it really depends on your tastes. If you like really in depth things then Ghost in the Shell:SAC and .Hack. If you want a lot of action and blood with a decent story, then Gungrave (or Hellsing). Ninja Scroll is decent, but not as good as I thought it would be. The movie is better.
Sometimes it's good to watch the 13eps series because it's easier to get over with first than a 26eps series. You can officially watch a 13 episode series in a day if you want.