I dont really know what youve watched already so Ill just throw out some of the "mature" animes I enjoyed the most followed by short description
Gungrave - Random delinquent and his friend rise from nothing to boss of the mafia (important: start on episode 2, youll thank me later)
Akagi - Underground mahjong, very psychological, with lots of narration and inner thoughts
Legend of Galactic Heroes - The star wars of anime
Casshern Sins - A robot awakens in a post-apocalyptic world with no memories, tries to find out who he is etc
Ergo Proxy - Post apocalyptic setting, humanity now live in "domes", HEAVILY philosophical, can get very confusing
Eve no Jikan - Set in a future where robots are commonplace, its about their relationship with humans
MS Gundam 0079 + Zeta - Yes, I know, whiny teenage lead etc, but if you can get past that, the two first Gundams are VERY worth watching
Monster - Renowned brain surgeon basically throws his life away because of one "wrong" decision
Samurai Champloo - Episodic in the style of Cowboy Bebop, great main characters, great setting
Terra e... - Probably the best space anime after LOGH
Tokyo Magnitude 8.0 - Title says it all... Very emotional anime