Welcome.
My favorite types of things tend to do with fantasy, large monsters, and characters that can turn into some form of animal or another. Gun fights also get me into shows also so if you know any anime with lots of guns let me know haha.
You should definitely read the manga Katsute Kami Datta Kemono-tachi e (To the beasts who once were gods). It is very new and only has a few chapters out, but it's a fantasy shonen with a bunch of cool-looking huge monsters, characters that turn into monsters (most of them can't turn back though), and a female lead who carries around an elephant gun and occasionally uses it. Should be right up your alley.
Also consider:
Gunslinger Girl. Despite what the title may sound like, it actually has a very serious plot. The first season of the anime was pretty good but only covered a small portion of the manga story. I haven't seen anything past the first season, so I don't know how the second season or the OVAs are.
Hellsing. The original TV series was not extremely highly-regarded, though I enjoyed it at the time. The Bloodlust OVAs were well-received. Two of the main characters who use guns that are too heavy for humans to wield, which they are able to do because they are vampires and have super-strength. Even though I'm not a weapons aficionado myself, I think these are pretty awesome, especially Alucard's pistols.
Trigun. The anime is a 90s classic and features a main character who is a pacifist but also an excellent marksman who goes around using his gun in battle without killing anyone. One of the other main characters, Wolfwood, is also an excellent gunman and has a . . . very
distinctive weapon. On a side note, I think I recall hearing that the author of the original manga is Catholic.
Here are some previews:
^Katsute Kami Datta Kemono-tachi e
^Hellsing manga