Aside Chiaki Konaka from Lain, I would recommend some of the works of Sadayuki Murai (who, coincidentally, co-worked with Konaka in Bubblegum Crisis 2040):

- Moryo no Hako (not sure what's the English name, but it's a nice horror/detective story from a novel)

- Millennium Actress (an IMO nice way to show the evolution of the Japanese cinema)

- Perfect Blue (mostly Satoshi Kon's work, but Murai worked in the screenplay)

There's also Boogiepop Phantom, but you lose a bit of the plot if you haven't read the original novels.