Fate/Stay Night UBW (anime adaptation of the VN)
Angel Beats - More focused on comedy than action, though (anime)
Kill la Kill (anime)
Tengen Toppa Gurren Lagann (anime)
Code Geass - More focused on action than comedy (anime)
One Piece (anime and manga)
Deadman Wonderland (anime and manga, not sure if the anime ending is canon or not)
Konjiki no Gash Bell (anime and manga, but the anime ending is not canon)
Groove Adventure Rave/Rave Master (anime and manga, but the anime ending is not canon)
Medaka Box (anime and manga, the anime doesn't finishes the adaptation nor has a true ending as far as I know)
Berserk (anime and manga, the anime doesn't truly gives an ending, and the manga is 496874 times better anyway)
Annarasumanara (manga, neither action nor comedy, but awesome either way)
Beelzebub (anime and manga, but the anime ending is not canon and the adaptation is pretty poor)