Haha so I guess I'm not alone after all. Mystery-detective/psychological thrillers such as Death Note are truly fascinating, and although Code Geass wasn't as good as Death Note, it was still pretty worthwhile.
I haven't come across any other anime series like Death Note before, so I'm hoping someone else will give us some suggestions as well. I can, however, recommend you the live action of Death Note. It took a little while to get into, but after the initial shock of characters such as L and Light "coming to life", you get pretty hooked into it.
The anime series of DN Angel is a little like that of Death Note and Code Geass in that there are two central characters against one another in a sort of mind game, but it just doesn't follow through with the mind games, and eventually gets carried away with character interrelationships and whatnot. Unlike Death Note and Code Geass, it doesn't hold much depth at all, and is made up of only 26 episodes, so I wouldn't strongly suggest you watch this series, unless you're incredibly bored. It's quite a light series, but enjoyable overall. You might enjoy the first half of the series, at most.
Anime aside, if you're still looking for other psychological thrillers, I strongly suggest you look into Dan Brown's novels if you haven't already read them. Angels & Demons, followed by The da Vinci Code, would have to be my all time favourites. Digital Fortress and Deception Point were both excellent reads as well. All of these require logic and reasoning to piece the information together, and play psychological games with the reader, just like Death Note does superbly.
Edit: Would it be too much to ask for you to continue watching the Naruto series? Give it some more time, and who knows, you might like it. The characters sort of play mind games with one another when it comes to battle, and their unique abilities can awe the audience with its wow factor. I'll admit that it is nothing like Death Note (it holds too much humour as opposed to DN or CG), but it's still a very enjoyable series. At least watch 'til around episode 20, and if it still holds nothing for you, then you can safely leave the series alone with no regrets.