Top Five:
1). Higurashi No Naku Koro Ni
2). Jigoku Shoujo
3). Ghost Hunt
4). Mahou Shoujo Madoka Magica (it is classified as horror, drama, magical girl, tragedy, and deconstruction)
5). Le Portrait de Petite Cossette
Alternative Top Five-
1). Another
2). xxxHolic
3). Shiki
4). Paranoia Agent
5). Elfen Lied
Honorable Mentions-
Deadman Wonderland
Mirai Nikki
Umineko No Naku Koro Ni
Hellsing Ultimate
Deadman Wonderland
High School of the Dead
Mirai Nikki
Another
Mystery/paranormal: i cant think of any actual mystery except Death Note, i figure these are close enough, they all involve characters searching for one thing or another :)
Mushi-Shi
Ghost Hound
Death Note
Nabari no Ou
Angel Beats