Let's start off with beers that you're interested in, something akin to a black lager. I'm going to keep things focused on beer styles rather than particulars, since I do not know where you are nor what might be available for you.
Dunkelweizen
This is a dark wheat beer with characteristics of a traditional wheat with caramel type flavors joining the mix. Not exactly stout-like, but more like your black lager in lightness.
Schwarzbier
Schwarzbier means "black beer" in German. This is what you had with your Köstritzer. It is a medium-bodied, malt-accented dark brew, very opaque and deep-sepia in color, with a chewy texture and a firm, creamy, long-lasting head. In spite of its dark color, it comes across as a soft and elegant brew that is rich, mild, and surprisingly balanced. It never tastes harsh, toasty or acrid.
Black IPA / Cascadian Dark Ale
The American fascination with hops has shown that the addition of toasted malts can give a hoppy, bitter, and coffee-like experience to these beers.
Black Saisons
Similar to the Black IPA, I've seen a few breweries start brewing their saisons with roasted malts. The usual light flavors of the saison are accented by this extra roasted character. It's never acrid, however.
Porters
A lot of English porters are not heavy at all, and are generally akin to milds that have roasted malts added in. Look for lower ABV porters in the 4-5% range, and you'll probably find something you like.
Surprisingly to many, Guinness is actually on par with any other beer of similar alcohol strength, as beer gets a majority of its calories from alcohol, about 7 per gram. Perhaps much of the 'full' feeling is a product of the use of nitrogen in the mix which gives it that creamy texture.