Shocking, dramatic etc
 

In the anime I'm looking for, I want it to be psychological, thrilling and dramatic. Although I would prefer a large presence of romance, this is not necessary. Please suggest some more slice of life type animes, something that will make me emotional... I don't know why but I like the ones that make you cry :P
I don't mind horror (all the better if you ask me) and I am willing to read mangas

Thanks in advance.

Elfen Lied. Shocking, dramatic, and I guess it could make some people cry. Plus it has an awesome theme opener.

Clannad Afterstory
Steins;Gate
Hanbun No Tsuki Ga Noboru Sora

School Days. It's a romance/slice of life with tons of drama! The ending is a real head splitter too. Enjoy.

Steins;Gate is a wonderful anime under any points of view. It has an awesome plot, awesome cool characters, very good opening, travel mindfucking, thriller and mystery and some episode will seriously shock you. You may laugh, cry, and laugh again and be satisfied with it. The first episode might be confusing, but don't worry, it will get clarified later on. I hope you can follow all the plot tho. The protagonists are 18 years old, normal setting(plausible plot, no inhuman stuff). It is currently my favorite title.

School Days: I have to warn you about this title: it's settled at school and plays around student's relations. Got some ecchi and some "hidden" sex scenes. It will surely be shocking, but even too much. It might screw you for some time actually and you'll hate to death SOME character. I warned you, it's very sad. I wouldn't suggest this title to anyone, but since you really want to be shocked, here you go. Don't get back complaining huh.

Kimi ga Nozomu Eien: Very dramatic title, to the point of being depressing. It has of course romance as main plot, kisses and what more, but it's really depressing. You'll get why after the first episode. Beside the first episode, others just can't shock you as much as the first did, but will rather make you drown in desperation. It somehow has an happy ending but meh (PS you won't hate anyone here)

Don't spoil School Days man!

I'm going to recommend Kemono no Sou-ja Erin and require you to watch the first seven episodes. The fansubbed version, which I can't link to here, is superior to Crunchyroll's.

I agree with the Classified Info... It's truly shocking.. I didn't finish it.

So let me get this straight:

You're asking for an anime that is shocking, dramatic, psychological and thrilling. Then you ask it to be a romantic, slice of type anime that makes you emotional. Possibly horror? Maybe you could give some examples on what you're looking for.

I guess Elfen Lied really does fit all that, so I might as well second it. You could also watch Utena. It's dramatic, psychological and has romantic undertones (lesbian and incestious, mind you). Maybe Kara no Kyoukai as well.

Welcome to the NHK

aha! Now that you mention it it is kinda hard to ask for...
I've already seen school days, but I guess I was looking for something like that, but maybe where I hate the character less..

Thanks for all your quick replies ^_^

Kimi ga Nozomu Eien is the best bet then. The first episode will be enough to understand the setting, but there aren't characters like Makoto who are pure dicks with cold heart and no brain.

Myself;Yourself

Aha I've seen that too :/ I think those are the only truly dramatic titles I've ever seen... But now that you mention it, i might rewatch it at some point, once I'm done with all these awesome suggestions ^_^

Ima, Soko ni Iru Boku (Now and Then, Here and There) released in 2000, a short anime (13 episodes) dealing with dark but realistic matters (war, child exploitation, rapes ) I found it quite shocking but it's really a great show.

Death Note has everything you listed.