In this paper, a deep numerical as well as experimental study of the anisotropy response of extraordinary transmission metamaterials constructed by stacking subwavelength hole arrays is presented. Two-dimensional (2D) dispersion diagrams for S- and P-polarization were obtained from simulation. From them, it was found that negative refraction can be obtained for the latter case for small angles of incidence. Additionally, it was found that double periodic and dielectric loaded hole arrays are optimal to enlarge the numerical aperture that leads to negative refraction. Several experiments are then presented in the V-band of the millimetre-wave range that show excellent agreement with the numerical calculations. Moreover, the richness of the anisotropic characteristic exhibited by the stacked hole array structure allows for designing structures with complex electromagnetic response other than solely negative refraction. Thus, the results presented here could be taken as a novel route to achieve exotic behaviour, such as negative refraction at other frequency ranges, like terahertz or the visible.