Since i have no idea what to watch from Kdramaland and those that looks interesting are still airing, i could use some recommendations here.
I watched only few shows ( lots of movies though), but what i want is jdrama type 24, Athena, Bloody Monday... 
But, i will accept any other action/thriller show you throw at me, as long its interesting and not episodic.
Thanks
Not episodic for jdramas is hard to find, especially since I'm more into kdrama myself... But there is one I can think of and I would suggest you to give it a try, it's "Guilty Akuma to Keiyakushita Onna". It's not an action drama but a mystery one about a serie of suicides. Very interesting.
when i saw bloody monday in your post, i don't know but Bad Guys came to mind

you can also try A Man's Story/Slingshot
I would suggest : 
- Alice no Toge
- Ando Lloyd
- Death Note (drama)
- Kazoku Game
- Kazokugari
- Maou (japanese version of The Devil)
- Youkoso Wagaya e

Hanzawa Naoki and Downtown Rocket are not mystery drama but have lots of twists.
Ishi no Mayu 
IWGP this one has tons of genres including thriller and some action
Security Police not episodic but has arcs, very good action though
Tantei no Tantei slightly episodic but it all ties together in the end
Thanks

@prettytin Both of those are Kdramas. I watched Slingshot and i heard Bad Guys is episodic so i dont want to watch it.
@nastou19 I didnt know Jdramas are mostly episodic. :( I feel sad now. But at least their movies rulz.

@SumiTheCat - Nice, im watching Alice no Toge atm. I finished 4 episodes last night, great show. Have any other with "revenge" as motive?
@sylwia - Ishi no Mayu looks interesting. Thanks
What about these, neither are episodic (but they're not exactly action-packed either):
- Kageri Yuku Natsu: neither a triller nor an action, but more of an investigative drama; and it's only five-episodes long
- Lady Joker: a crime suspense drama where a group of people with different motives kidnapped a company executive (one of them wanted to exact a revenge on him and his company), 7 episodes
- The Long Goodbye: a detective mystery drama adapted from a Raymond Chandler novel, 5 episodes
@Narco
Maou and Hanzawa Naoki, and Kazoku Game are fitting the revenge category. I rated them all 10, but Hanzawa Naoki is definitely the best of them. Even if you don't like stories with economy as background (like me), you'll probably liked it a lot.

I thought of Hanzawa Naoki and I also agree with Maou.
Those two are very good. 
I finished Alice no Toge and Ishi no Mayu. Both were great.
Gonna try Maou now. I didnt really like The Devil,i hope this version will be more entertaining.
The genre I love...Hmmm!!! So I'm glad to place recommendation...kekeke!!!
Oh..But they are a little episodic...But you can see them a little and it's up to you if you like to watch them or not. :)

God's Quiz Series
Ghost
Special Affairs Team TEN
I Remember You
Missing Noir M
Money's Warfare
Cheo Yong
Keizoku
Keizoku 2:SPEC
Maou
ST ~ Aka to Shiro no Sousa File
Tantei Gakuen Q
Ataru
Ice World
Joker Yurusarezaru Sousakan
Kurosagi
LIAR GAME
Orthros no Inu
Ouroboros
Strawberry Night
Mysterious Incredible Terminator
Black & White