Steins;Gate certainly is a bit more serious in that sense, but if you want to get really serious (or super cereal, if you will) you should try Cross Channel, Sharin no Kuni, G-Senjou no Maou, Saya no Uta, Higurashi no Naku Koro ni, and Umineko no Naku Koro ni.
The first 3 are still in a high-school setting and not 100% serious, but the latter 3 are pretty dark.
Edit: Oh, and don't be put off by Higurashi's and Umineko's graphics - there are patches to make them better.