in animation terms there is nothing like escaflowne, but the manga really sucks
but in other ambits there is: -Berserk: an amazing Manga that have a great anime version but incomplete, also have a DreamCast Game called Sword of Berserk: Guttz Rage that is related with the manga but not appear in this, a kick-ass PS2 game that narrated a part of the manga
-Lodoss Saga: anime first: Record of Lodoss War, Lodoss War: Chronicles of the Heroic Knight, Lodoss Island (a SuperDeformers special XD) and long list of Mangas stories
Well it was inspired by "Aura Battler Dunbine" so you should give that a try. Pretty much the same world and it's directed by the same guy who directed Zeta Gundam so it's very dark and there are lots of main character deaths.
Escaflowne is one of the most unique anime series ever created. There is nothing that has ever been made like it before in the genre of anime. However if you enjoyed this series you might also enjoy Neon Genesis Evangelion, Cowboy Bebop, and anything that Hayao Miyazaki has made.
I'm surprised no one has suggested "Ghost in the Shell" and "Metoroporisu" (aka "Metropolis" made in 2001 by director Rintaro). Also, as another poster mentioned, anything by Hayao Miyazaki, particularly "Castle in the Sky."