I love it because it can bring to life a story using the following elements: vampires, nazis, mutants, zombies, big guns, werewolves, violent priests, and many historical references. Yes Hellsing is awesome.
Also I find anime makes me think more, the stories i find are deeper (not all, cough*bleach*cough). Who here has watched all of the original Neon Genesis Evangelion series? Remember the metaphysical "nightmare"[as i call it] at the end? yeah ive never seen anything like that made by an american...anything.