you should watch princess mononoke, it's not really that 'actiony' but it's a great movie.
umm, ghost in the shell the movie, i havnt seen it myself, but the series (from what i've seen is not bad), cowboy bebop - knocking on heavens door is a great movie too. but you should watch the series as well.
as stated above, kenshin ova,s it's about 4 eps, really worth it tho in my opinion, by far one of the best.
but yeah, to bring out the best of most anime, you must watch series (most of them only go for about 26eps ~20mins each ep), if you'd want recommendations, im sure myself, and many others will give you heaps, just pop a message in the anime thread, no need to read through it as i'd be happy to list you some ;D
anyway, enjoy!!!!!!!