Try Puella Magi Madoka★Magica, don't let the cover or the op fool you (its dark)
Black Lagoon perhaps. It has a lot of action, it's definitely dark and I guess Revy could be considered as having some sex appeal. Of course for hyper ecchi with lots of action and a somewhat dark tone there is High School of the Dead. Some find the ecchi distracting, but I thought it just added to the over-the-top-ness to the whole scenario. Witch Hunter Robin is also dark and has a fair amount of action. It's rather gothic though so very little sexiness.