like Parablius said, Spice and Wolf will probably fit your likings, even if romance is again only one part in the anime.
True Tears may be another actual harm anime that you might like nonetheless, since it's really not the typical cheap-ecchi-harem-romance-thing, and it has (just like Kanon and Toradora!) a more mature and intelligent character and story design.
aaand, Elfenlied may also fit your likings. it's pretty brutal and bloody but has some good romance too.
or you may even want to look at School Days. it is in it's very form a harem anime, but unlike in most others, this situation (and how the contested guy acts) is not portrayed as something positive.