The confusion of Claymore being a Shounen has led to my involvement in this thread.
There are 4 major classifications of manga and anime.
1. Shounen: Marketed to younger boys, think 8-17. Tends to involve fighting, and adventure with brief hints of a romance.
Ex: One Piece, Bleach, Naruto, Dragonball
2. Seinen: Marketed to older males, think 18-35. Not limited to just fighting or adventure. Many are some sort of thriller. Any Romances will be more graphic and mature, so to speak. Ex: Claymore, Ghost in the Shell, Cowboy Bebop, Blood+
3. Shoujo: Marketed to younger girls, once again 8 - 17. Romance, school comedies, and Magical Girls are of this type. Ex: Sailor Moon, Oran High School, Inuyasha
4. Josei: Marketed to older females, once again 18 - 35. Romance is abound, along with thrillers and more soap opera type stories. Ex: Tramps like Us, Paradise Kiss, Most yaoi series.