Okay, here's a list off the top of my head. I'll probably come up with more later. Short plot synopsizes included.
Akira - You must have seen this movie, but if not: GET IT.
Battle Angel (aka Gunnm/Battle Angel Alita) - A female cyborg is found in a scrapheap city by a Cyborg doctor and restored back to health, only to become a bounty hunter against his original wishes. 2 OVAs on one DVD. The DVD did go out of print a few years ago, and I have no idea if it's been reprinted, but it's well worth tracking down.
Blood: The Last Vampire - Short OVA about the last vampire hunting down and killing monsters on Halloween. Basic plot, but good style and animation. Avoid the Blood+ TV series.
Bubblegum Crisis - 6 episode OVA series (2 eps per DVD, I believe). If Blade Runner, RoboCop, Terminator and Charlie's Angels had a baby, it would be BGC. 4 girls in powered armor suits fight against an evil corporation and their machines. A real classic.
Bubblegum Crash - 3 episode OVA series (released on 1 DVD) followup to BGC. Not as well liked as the original, but it finishes off some plotlines and is worth checking out.
AD Police - 3 episode OVA series (released on 1 DVD) spinoff from BGC. Much more mature and violent than the original series, and it stands on it's own - so you can watch it without seeing BGC first.
Bubblegum Crisis: Tokyo 2040 - Remake/retelling TV series of the original BGC. Not as gritty and I'm not sure it's what you're looking for, but it's pretty good and if you want more BGC, here you go.
Cyber City Oedo 808 (aka Cyber City) - 3 OVA series (released in a cheap set). Three convicts recruited to become special police agents to deal with more specific crimes. Each OVA is based around one of the convicts. Directed by Kawajiri Yoshiaki (you'll love his stuff).
Demon City Shinjuku - OVA directed by Kawajiri Yoshiaki. A young warrior has to defend Shinjuku from the man who killed his father and opened a portal to hell.
Wicked City (aka Supernatural Beast City) - Movie directed by Kawajiri Yoshiaki. Rebels from a parallel dimension to Earth wish to break the peace treaty during it's time or renewal. A human special agent must team up with a woman from the other dimension in order to defend the treaty's signing. Awesome action, but pretty heavy on the sex, so if that's your not your thing, avoid.
Goku: MIDNIGHT EYE - 2 episode OVA directed by Kawajiri Yoshiaki. I'm not sure if this one ever got a R1 release, but if you want more of the director's stuff, look around for it. This oen is about a detective with a computer eye.
Vampire Hunter D - Movie directed by Kawajiri Yoshiaki. A half man/half vampire is hired by a woman to protect her from an old and powerful vampire. There's also a modern sequel, Vampire Hunter D: Bloodlust.
Devilman - There's a bunch of different Devilman anime out there, what you want to see is the two OVAs from the late 80s. The first is a horror story, the 2nd (which much improved animation) is hyper violent action anime and is exactly what you're looking for. You can get both on 1 DVD from Manga Video, however I believe that only has the dubbed versions, and the dub is pretty blah. There's also a more recent OVA called Amon Devilman that is even more violent, but I don't think that's been released on R1 DVD.
The DevilLady (aka Devilman Lady) - A TV series/retelling of Devilman where the main characters are female. It's a little slow, but heavy on the horror and has an incredible ending. I think you can get the entire series in a super cheap boxset, so you may want to check it out.
Grappler Baki: The Ultimate Figther - OVA. For this, they basically just took a few of the cooler fights from the manga and animated them, so it's VERY light on the plot, but the fights themselves are cool.
Baki the Grappler - 2 season TV series based on Grappler Baki. For the series they basically took out all the main characters humor, made him full of angst and overall made the entire thing more moody and violent. The first season has a fair amount of character development and story, while the second season throws that all away and consists of one huge fighting tournament with tons of characters and fights. You can get each season in a cheap boxset. If you liked the fights in Ippo but wanted no humor and more fathers pounding their sons faces into the ground, Baki's for you.
Ichi the Killer: Episode Zero - If you just want something fucked up, Ichi's your man. Animated OVA prequel to the fucked up movie. Really, really messed up stuff here. Don't say I didn't warn you.
Macross Plus - Not violent or anything, but a really well done, realistic take on mechs. There's a 4 episode OVA version and a movie version that re-edits the OVAs into a feature length movie, moves some things around and adds some new scenes.
Riding Bean - OVA. Take all the greatest 80s badasses, mix them together and you have Bean Bandit. Pretty much the 1989 version of The Transporter, only more badass.
Rurouni Kenshin (aka Samurai X) - There's a TV series, an OVA series and a movie or two. Avoid the TV series, but get the prequel OVAs. They're really gritty and violent. Excellent stuff. I believe the first movie was good too. Can't remember if there's any more.
There's more I'd like to recommend, but I think that's more than enough for now.
Also, if you liked MD Geist, I believe Genocyber is by the same author. It's ULTRA violent. I recall one scene where there were a bunch of kids running somewhere, and a helicopter flies up behind them and guns them all down in disgusting graphic detail. Don't think it's ever been released on DVD, but you'd probably dig it.
Edit: And yeah, Baoh is :lol
