Some of the plot heavy stuff that I'm aware of are:
Ayashi no Ceres
Escaflowne
Last Exile
Scrapped Princess
Serial Experiments Lain
Strawberry Panic
Witch Hunter Robin
Wolf's Rain
Great plots but probably too futuristic for you:
RahXephon
Terra e... (Towards the Terra)
Seikai no Monshou (Crest of the Stars)
Seikai no Senki (Banner of the Stars)
Gankutsuou
My favorites for the most satisfying plots are Last Exile, Scrapped Princess, Strawberry Panic, and Towards the Terra.