Can anyone recommend some good ones, preferably that are finished? Horror, action, comedy, shoujo, etc. are all fine as long as it is about vampires. The exception is ecchi, if it has lots of ecchi I'm not interested.
I've already watched and enjoyed:
Hellsing
Vampire Knight
Shiki
Blood +
Vampire Hunter D: Bloodlust
Karin
Hitsuji no Uta
I've tried to watch but ended up dropping:
Rosario + Vampire
Samhain
Favorite Answer
Trinity Blood
Black Blood Brothers
Lunar legend tsukihime
Synadria
The only vampire anime left (As far as I know), is Gankutsuou, aka "The Count of Monte Cristo" (Losely based on the book of the same name). The main villain is a vampire known as the Count, and he is hands-down the coolest vampire in anime (Alucard is more badass, though). I gotta warn you, though: The artstyle of the anime is really, really weird, and it takes some time to get used to.
Example: http://i537.photobucket.com/albums/ff337/Sidoku/208514_214_567_ArtFile_ru.jpg
Here's a video that tells you just how awesome he is (A list of epically cool characters. Note: Alucard is just before him on the list):
http://www.youtube.com/watch?feature=player_detailpage&v=dcZ9H-p6vBg#t=591s
Download link: http://www.nyaa.eu/?page=torrentinfo&tid=359182
Also, have you made sure to see all the associated OVAs and such for the other vampire animes (Hellsing OVA and The Dawn, ect ect)?
Setsuna
Blood-C
Dance in the Vampire Bund