Fullmetal Alchemist
This is a great Anime. I've watched quite a few anime where characters take damage which is supposed to be lethal enough for 20 or so people.
Now for some anime it's fine but others it gets to be a bit much. I mean, I like Bleach, but damn it. Regarding FMA, there are main characters which they develop and or interact with that end up dying. It makes you realize that there is a life that was lost (if only in fiction).
This anime focuses on two brothers seeking out power to help each other. But this is definitely one I recommend. It is only 51 episodes long and has a movie as it's ultimate finale. Although the last episode is pretty well done.
My favorite character in this anime was Lust. She, albeit for selfish reasons, ended up choosing a path that would ultimately help the greater good.
Oh, there was one character which stood out and didn't die.. well, at least in the beginning he was pretty invulnerable. The name of that character is Scar. Consider him a pretty powerful character. But yeah, Lust was my favorite character.