There's lots of anime's to watch from, depends on what genre you like. Truth be told, the last 5-6 years or so we've been blessed with a few really great anime's. So it's whether you want Mecha's, comedy, adventure, etc etc.

Some I really recommend is Vandread, Read or Die (The movie, then the series), Last Exile, Full Metal Panic 1, Fumoffu & season 2, Gundam Seed , Full Metal Alchemist.

I personally found Experiment Lain draggy and boring. Not my type. I don't like melancholy psychothrillers.