I Need Some Ideas Of Good Anime....

[Kariudo]

Ah! My Goddess (Tv) funny + romantic (well...it deals with romance at any rate)
Full Metal Panic? Fumoffu is funny/violent
but seeing Full Metal Panic! first would help.

[Likyuni]

Then if you liked Real Bout Highschool anime I highly recommend manga ( even way better then anime ).

[dragon bait]

this ugly and beautiful world has ailen blood/humor

[Radical_Yue]

Host Club is hilarious, and has quite a bit of romance. No horror though...

Hellsing? That's horror and it's got a type of romance between Seras and Alucard...I guess and lol, at least I find it funny. Yay for decapitation!

[IronLynx]

If manga is your thing, than I would suggest "Warriors of Tao" It has a little of all three things you're looking for. Sadly it's short, only four books long.

[inuhikarifan]

Ayashi no Ceres and Fushigi Yuugi would fit bloody and romantic. Petite Cossette might, but it deals with more obsession than romance... I second Samurai X: Trust and Betrayal. You'd probably like Chrno Crusade too, but there's not nearly enough romance in it (sigh). For funny and romantic... Kare Kano (warning: high concentration of cheese) and Princess Tutu and of course, Fruits Basket. If you like shounen-ai stuff... Loveless isn't bloody, but it has a dark kind of feel to it, and it's simply adorable.

[Rorschach]

Yes, Ayashi No Ceres is probably the closest thing to a "Romantic Horror" anime you're ever likely to see. Somewhat more light-hearted, but still full of blood and suffering (and perhaps a bit too much nudity) is Video Girl Ai. Without meaning to spoil too much, you'll wince at every step watching Moteuchi Yota climbing that glass staircase in the final episode...