I recommend Vampire Knight and Hakuouki: Demon of the Fleeting Blossom. As the name suggests, Vampire Knight is about vampires, in a school setting but with a totally different twist to your normal vampire show. And Zero! ...just seeing him in all his glory is worth it to watch the anime.
Hakuouki is actually set in the Edo period of Japan and does a wonderful job of combining romance, comedy, thriller and japanese history together. And it certainly doesn't hurt that all of the guys are so good-looking... There's also a PSP game released in Feb this year for Hakuouki, which is really good.
There's actually many, many more animes I can recommend, but Vampire Knight and Hakuouki are probably some of the best I've seen. No, wait. There's one more - Kaze no Stigma. Seriously, this anime had me laughing so many times, and Kazuma was just the right mixture of cool guy, strong male lead, joker and the all-round likeable guy.