 If you liked
Serial Experiments Lain
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 ...then you might like
Yami to Boushi to Hon no Tabibito
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They're both journeys to find something... an 'other', and both involve existential angst and issues with identity. Lain, though, lacks the romantic aspect (and has no ecchi whatsoever, but Yami, even with nudity animated, has the intellectual elements that Lain strived for). Yami is like the Lain if combined with Inuyasha and added innuendo. Lain is a bit more abstract, but crucially both contain inquiries about the nature of what one seeks and is.