Try:
Saikano
Vampire Knight - not too much kisses/hugs, but it's there and the action/story/romance is good
Vampire Knight Guilty
Fukatoi Alternative - perhaps?
Fate/Stay Night
Kampfer - definitely!
Shingetsutan Tsukihime - definitely!
Dance in the Vampire Bund - fairly new
He is my master - no bullets or anything, but it may fit your description in a different way
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