Black Lagoon is good overall, last season is the worst tho (Roberta Blood Trail I think is called). One episode does stands out, it is about Romanian orphan twins who became killing machines.
Haven't seen Jormungand, but if I have to rate it'll be Shiki > Black Lagoon ≥ Planetes. Don't get me wrong, Planetes is great anime but it doesn't involve murder or violence. It is of different kind, especially compared to Shiki and Black Lagoon which involve ton of violence.
Exotic locales, guns and explosions, and characters you will actually care about by the end of the show.
Revy maybe. Japanese dude is human garbage imho, couldn't care about him at the end. Roberta is broken shit and those two mercs stay mercs till the end. They aren't very well developed. Have no sympathy for that Russian bitch and her goons. Kinda liked yakuza dude with katana.
Planetes for example, you'll care for those characters. Even Shiki makes you care for certain characters. But wouldn't put Black Lagoon in that basket.
