Mnemosyne-Perfect Example!
 

Err so I find that reading about animes really entertains me and for some reason thats what I'm doing when I dont have time to actually watch anime.
So I'm hoping that you guys will bare with my always asking for suggestions.
As of now I'm looking for animes with this kind of bases:

Strong plot
Investigations/mystery
Action
Some comedy
Supernatural/angels&demons (no magical girl please)
Some Gore
Sophistication (main chara. female)
Mature age rating

Fav. animes:

Ryokos Case Files
Mnemosyne (perfect example)

Those are the best examples that I'm looking for. And yes I dont mind Yuri what-so-ever, it actually makes it more intresting lol
Please give me some good animes to watch/read about ^-^
I hope I was specific enough or not to specific that you cant give me some hints as to what to look at!
Thanks guys! Hope you understand my perspective!

I can only think of Majin Tantei Nougami Neuro, or Higurashi

ghost in the shell
shoujo kakumei utena
kino no tabi

Seconding Majin Tantei Nougami Neuro and all other suggestions make no fucking sense.

Mouryou no Hako might be another option. It has a number of the features you mention, though the main character is a male detective. It's not yet completely subbed, however.

Your request seems more character-driven than anything else, and in obvious direction, which is not the strong plot, you kno :D
Anyway, fitting more or less the criteria and the "perfect example", Vulgar Ghost Daydream is your ally (well, trust me, dammit, I like those kind of shows! :)).
Perhaps you might take a look at Crystal Blaze, which is a bleached version of weak attempts to recycle some of Mnemosyne's splendor for unknown sort of TV viewers that might not exist at all.

More seriously though, I'll suggest series like Kurozuka and Kurokami - inspite the distinct presence of male protagonists. (They are ... false ;)).

Mnemosyne gave me strong Speed Grapher vibes when I watched the first ep. Watching more, it panned out a bit differently, but I'd still recommend Speed Grapher as a mature rated, dark, gritty, gory story with a few other elements you mention. Sadly underrated series, though.

The first ep gave me Speed Grapher vibes as well......

The first three episodes of Mnemosyne were the best,wish the series went in a different direction and more main character exploration,which is the most dissapointing I think.But still a good watch overall with the timeskips.

I think Kara no Kyoukai the movie series is perfect for you, why? because it fits with ALL your requirements flawlessly.

You can also view the author's same work Shingetsukihime for a similar but lighter version.