Anything but that hentai stuff and not too childish.

I have watched (not sure if these count)

Berserk

Persona Anime 

Dbz lol

Cant remember anything else hahaha so yeah basically nothing. 

I'd recommend Saint Seiya, Hunter X Hunter, Full Metal Alchemist, those are awesome.

DEATH NOTE.

shows you mean like non anime shows? 

I like war :P and conspiracy 

Start with Fist of the North Star.

Then stop.

Thank you, Im gunna make up a big list and go through them ^^

I've been wanting to watch that since the dynasty warriors spin offs

Black Lagoon, Angel Beats, Clannad, Phantom (Also known as Phantom Requiem for the phantom if you can't find it). These are just a few, I think you'll especially like Phantom and Black Lagoon. Clannad and Angel Beats are more about those feelings but I loved both of them.

Are they any shows like Catherine? I quite liked that game, and it wasnt to over the top for me

If you want a mature story, with very deep characters I highly recommend Monster. It's kinda like a psychological horror movie and definitely one of my favorite anime/manga. There are no school girls, fan service nor anything like that. Plus if you said you like conspiracy then this is the thing for you.

Btw, my sig is from that manga.

Edit: if you want something more over the top like Berserk you should watch Claymore, they are relatively similar.