I wish I could help the PAL-format people. Would be so much easier if the world ran on the same current...
Pikachu, you might also want to try retail and conventions for anime. Suncoast is a good place to find popular subtitled works. As for conventions,
here is a decent list of anime conventions around the world. There's one called NekoCon during the second weekend of November, and it's hosted in Virginia Beach, Virginia. I'm going.
Dealer's rooms at conventions carry a lot of rare and hard-to-find anime, and most of it is subtitled.
Dubs stink. Anyone ever see the Escaflowne dub? Dilandau will never be the same. I prefer subtitles with anime, movies, tv shows, basically any visual media. (They made a dub from Crouching Tiger, Hidden Dragon! YUCK!)
/)eathKiller: what is up with FLCL?! Seems like my hallmates love it, and I hate it. Read or Die is a nice series, but awful short--they're trying to get me to cosplay somebody from it for NekoCon. Still deciding.
As for sci-fi, if you can handle Ghost in the Shell, I suggest you try it. It's a movie, it's sci-fi/horror, and it's rated R (17 and older). Or you can go with the granddaddy of all sci-fi shock anime, Akira. This one WILL give you nightmares.
The original Gundam Wing is a decent series. I don't know much about sci-fi series--tastes around here tend to stay in shoujou.