You make it hard to suggest anything to you, KitKat. "coherent plot but things that have depth and layers to them, that make you keep coming back to them in your mind and thinking about them" is quite a requirement.

You might have already watched them as they are quite visible and obvious shows, but I'll throw a few anyway:

Ghost in the Shell series (coherent but not evident and altogether obvious plot. Surprisingly lots of really meaningful dialogue, especially for an action series).

Gungrave. At least for me the ""That was fantastic! I'm so glad I watched that!" Rather than, "Meh"" requirement was fulfilled. An excellent ending, at least.

Shingetsutan Tsukihime. Well, ok, maybe I added this mainly because I love this show, but still I think this fulfills all the requirements, character development included.

Of course I could also suggest Gankutsuou. As it's based on The Count of Monte Cristo, it should offer a good enough plot. The art is really original, though. Not cartoony, but... Well, you will see if you have a look.

Chances are you have already watched all of these. But it's awfully hard to keep track on what everybody has seen here... Hard enough to remember everything I've seen myself...