Monster, undoubtedly, since you haven't seen it yet seemingly.
Psycho-Pass is not really a psychological show. It's a futuristic Sci-fi thriller with lots of cyberpunk elements. But the villains and most characters got great depth. It gets psychological; mainly because the character is done pretty awesomely. But I loved that show; my 2nd favorite of 2012 animes.
Otherwise, Ghost in the Shell as a classic choice.
Welcome to NHK is a slice-of-life psychological anime; but beware it can have a weird downing effect on the watcher.
One Outs is an excellent Sports psychological on baseball. It's mostly on money gambling, and it delves hard into the psyche of the MC and his intellect and money-lust.
Phantom: Requiem for Phantom is a noir psychological thriller; like really quite noir.
Another dark series would be Aoi Bungaku Series from the makers of Death Note. It got 6 different stories adapted from storyline of classic Japanese literature and is pretty well-done; but really sombre for most part.
Mirai Nikki or Elfen lied would be popular choices if you like yanderes characters, and are decent watch imo.