Triss, one simply cannot beat Evangelion for a philosophical anime. It's the ultimate mind-fcuk IMO.
If you like ABe's art style from HR, you can always try Serial Experiments LAIN. Another good, thought-provoking series.
Another series I like is "Now and Then, Here and There." It's not well known, and it has a simply art style. But the simple art masks a crazy deep message about the futlilty of war, and the people it affects.
Seeing this thread caused me to go home from work and MAINLINE Haibane Renmei last night. In a six-hour geek-a-thon.
And yeah, it still makes me cry after all these years...
Back on the topic of HR, when I was watching the series last night, I got to thinking about your theory about the Haibane [spoiler]all being children who died 'before their time.' Since every Haibane has a 'dream' before thy are born, I was thinking that perhaps the dream had something to do with how they died. Take for instance Rakka and Reki. Our theory is that they were suicides-- Rakka jumping from a high place, and Reki throwing herself in front of a moving train. So, the other Haibane could easily have their 'dreams' compared to the way they died. Nemu dreamed of sleeping, so I equated this with a coma, or perhaps Sudden Infant Death Syndrome. Kuu had a similar dream as Rakka, but was not sin-bound, so I assumed she also died from a fall, but hers was accidental. Hikari dreamed of being surrounded by bright light, so I immediately thought of a fire causing her death. Kana dreamed of floating in a river, so she may have drowned. Hyoko (spelling?) the boy from the abandoned factory, was named after a frozen lake, so maybe he fell through a frozen lake and also drowned...[/spoiler]
Just my two cents, but figured I'd share.