ugh. sai kano is completely retarded. don't watch it unless you want something so ridiculously overdone, that you will laugh from how NOT depressing it is anymore. seriously. that show will shove so much death into your face, that eventually it stops being sad, and just becomes funny.
good tragic series:
Violinist of Hamelin
Hoshi no Koe
Now and Then, Here and There
X TV
Kenshin - Tsuikohen (this ova will be much more powerful if you watch some of the series first)
and i second the Berserk nomination.