I'd suggest staying away from Devil Lady (aka, Devilman Lady, aka, Lady Devilman). As the name would suggest, it's more or less a female version of Devilman.
It starts off well enough, very dark and moody, but then suddenly changes at the end. The original characters are pushed to the side, while these cartoony-looking human/demon hybrids are introduced. One character, who looks like the human form of the original Devilman (and really looks out of place compared to the other, more realistic designs), basically comes out of nowhere and becomes the hero. And the ending doesn't make any sense.
I know there are many people who like this anime, but, to me, it feels like one of those old patchjob movies, where they would take two unfinished films and edit them together.
For recommendations: Paranoia Agent is very good. And don't forget there was a sequel to Vampire Hunter D.