Out of the anime I remember seeing for the first time around then:

Higurashi started good and then disappointed me for reasons I already said once before.
Elfen Lied stuck with me at the time, but has not aged well at all. It still has some really intense moments, though.
Tokko was a generic snoozefest that I made the mistake of watching to the end. Never again.
Kurokami had an amazing first episode and then proceeded to tank harder than Ronda Rousey's reputation after she got smacked the fuck up for the first time.
Blood+ did the exact same thing as Kurokami. Killer first episode followed by a sharp drop in narrative quality and pacing afterwards.
Blood-C one-ups Blood+ as far as being memorable, but for entirely the wrong reasons. Truly awful shit that I still regret watching even now.
Mirai Nikki lost me within the first five episodes, then lost me again with the next two after I tried rewatching it.
Another was garbage right from the beginning and I'm never going back to it.
Corpse Party was and is one of the worst shows I've ever watched.
Kurozuka was a fucking fun ride from start to finish and had some of the best action I've seen in an anime. The pacing and narrative construction were a bit off in some places, though. It also went from feudal horror to action-ultraviolence within ths first few episodes which, while fine, threw me off a bit.
Hellsing TV was a lot better than it gets credit for nowadays, but parts of the story still don't work that well. The music is unarguably excellent though, and the first episode was millions of times better than the first episode/chapter of the manga and OVA.
Hell Girl was super inconsistent in terms of quality and had some really dull spots, but it also had some standout moments that I still look back on fondly. Really not a fan of later installments; the story gets ridiculously convoluted for no reason after a while and I don't like how the main character's arc pans out in the end.
I hope whoever wrote School Days drops dead.
Shigurui was an intense show and I was actually disturbed by some of what happened in it, which is something I don't say about just anything. The pacing was *really* slow, but it was worth it. It wasn't horror like I was told though; it was a feudal drama with a lot of gore.
Deadman Wonderland was a fucking great series that ended on a low note and then never got the second season it deserved. I loved the characters. I hated the censorship. Also not an out and out horror series; it's a shonen that's been splattered with blood.