[Cynor]

Can't believe no one has mentioned Clannad yet. It may not be an "action romance" but the OP said he'd take anything and it's an anime that makes it into many people's favorite lists.

On the pure action romance side Shakugan no Shana and Fate/Stay Night are also popular ones that a lot of people like and recommend.

Elfen Lied is another action/romance that a lot of people like. Be forewarned though that this is a very gory and dark anime which pulls no punches. It's earned a lot of love and criticism (from what I remember) for what it does and portrays.

Code Geass is another one that is pretty popular one. Has a good amount of action to it and some slight romantic elements to it in places also. It's first and foremost a sort of "mind game" anime (like Death Note) and so there are many twists and turns that can easily cause someone to get "hooked".

Despite what the name implies, you may also like Mahou Shoujo Lyrical Nanoha and/or Puella Magi Madoka Magica. Both aren't your typical Mahou Shoujo anime, and since you said you liked Shugo Chara (which is a more typical Mahou Shoujo from what I remember) you may want to check these out also. Both will fall a little closer to what you say you like. Nanoha especially is pretty popular, not that that is the only judge of how good a series is of course.

Since you said you liked Shuffle! you may also want to consider looking at Da Capo and Gift Eternal Rainbow. There are several similar themes in them, and (more so in Da Capo's case) there is similar character design in terms of looks, personalities are totally different or jumbled around though. I don't know if I'd say all 3 series were siblings, if we were to classify things like that, but at the least I'd have to say close cousins.

Other than that I'll also second Fullmetal Alchemist Brotherhood, Death Note and Blood+. All are great series worth a watch for sure.

Finally, I also greatly second The Melancholy of Haruhi Suzumiya, everything said about it is true and this is a series that also easily makes it into favorite lists. Once you've seen it you should really watch Lucky Star also as it is one of the series that was influenced by it and even shares some voice talent.