yeah Texhnolyze, Boogiepop Phantom are pure 'psych'
Higurashi for horror/mystery with some psych mixed in
Ergo Proxy for occasional action. i think this series is actually pretty close to Eva in a lot of ways... though doesn't mind fuck nearly as hard imo
Kino's Journey is a thoughtful one, and arguably Haibane Renmei. Kino gets more lively and direct than Renmei and it's 'abstract' slow paced metaphors
i have not seen all of Paranoia Agent or Perfect Blue but believe they do belong in this category
THEN, straying a bit from 'psych' if you like 'thoughtful' types then yes Ghost in the Shell (didn't think as much of the movie, go for the tv show)
if you like Higurashi you might try Elfen Lied.. kinda the same with much less to explain and more scattered horror.
if you're not watching Kara no Kyoukai currently (and if you haven't played/seen Tsukihime or know they're relation) it's looking very promising. show with lots of questions and some great action.