You want to watch the "
Bakeneko"/
Mononoke shows.
Bakeneko is the third installment of
Ayakashi Samurai Horror Tales and the best $7 you can spend on anime. This segment got such raves that Fuji and Toei decided to devote a whole 12-episode Noitamina slot to its sequel
Mononoke.
I'd also suggest
Baccano!, though it doesn't really have just one lead, and
Claymore, even though all the main characters are female. You might also like
Welcome to the NHK! though it's more comedic than my other suggestions. Still pretty "dark," though.