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If it's the story and characters you liked most, I'd recommend Kuuga or Agito. Ryuki was a bit of a shift from them, but all three have very dark stories that center around some kind of mystery. Kuuga and Agito also both have great casts full of likable and engaging characters. They both had a good amount of influence on Ryuki's overall tone and structure, too, although it did change a lot of stuff from them.

Blade is also a good show with a great plot and characters. It is a bit of a rough start, though, as it pretty much tosses you right in the deep end at the start and doesn't give you a lot of help in catching your bearings. It's worth putting up with, though, as the story is great and it probably has the best ending in the entire franchise.

If great characters are your thing, I'd also recommend Hibiki. It's a more slowly paced show, but the characters and their relationships with each other are all fantastic and very well developed. It also has, hands down, the best scenery in the Heisei era and some pretty unique cinematography. Then it all goes to hell at episode 30, but if you stop at 29 it's a pretty awesome show.

Honestly, after Hibiki I found that the shows' overall plots weren't as strong. Kabuto started the really heavy shift to the two-episode arc format - it wasn't the first show to use that, mind you, but it made that much more of the focus than it had been in the past. Pretty much from there onwards the shows generally focus on telling done-in-two stories with less attention given to ongoing plotlines. Some juggle the two effectively, some don't (I'm looking at you, Kabuto and Decade).