Manga: Fullmetal Alchemist (second anime was better, but manga even was better than that), Tsubasa Chronicles (anime was so disappointing), Fruits Basket (again, not a big fan of the anime), Emma (haven't watched the anime, but being English, I don't think I'll want to), Lucky Star (better because the anime doesn't have Kou)
Anime: Tokyo Magnitude 8.0, Seirei no Moribito (some of the best animated fight scenes in a complex story), Sky Crawlers (awesome movie), RahXephon, Haibane Renmei (saw it mentioned and remembered how brilliant it was), Ergo Proxy
Both: Gunslinger Girl (first anime was a bit too glossy for my liking, still good though), Aria/Aqua (manga wins for higher fuzzy factor), Nodame Cantabile (manga tells the story better, but for a series based on music, gotta have the audio aspect, love the choice of pieces)
Honourable mentions: Tamayura (anime is due for release, but the OVA was typical of Junichi Sato's direction), Cowboy Bebop (oddly enough, liked the film more than the series), Azumanga Daioh
Sure there are others, but I'm sure I'll remember (and probably re-watch/re-read) shortly.