In Hi My Sweetheart, she's the cold one at first, then later after a giant misunderstanding (HUGE) he turns really cold, and she's still kinda cold, so at the end you a bucket full of (delicious, heart-wrenching) angst.
Also, there is Jotei, Kurosagi (although at the end, still never really sure if he loved her, but hey, you don't watch a drama like Kurosagi for the romance), and Nodame Cantabile. Those are all Japanese dramas by the way.
I too crave the cold guy dramas, but ones where the-guys-realize-they-love-the-girl-and-sweetly-try-to-love-them-but-then-the-two get-ripped-apart-so-that-the-guy-(or both)-hate-the-other-only-to-slowly-rekindle-their-affections are nice as well... (Actually, I guess Hi My Sweetheart fits into the second category