It isn't possible to name an absolute favorite. After all, Anime is a diverse thing.
I love my yuri series the most, Strawberry Panic, Aoi Hana, Sasameki Koto, Blue Drop (not really yuri), etc
I think the philosophical war series such as Legends of Galactic Heros, or anything Gundam are pretty good.
When I am in the mood for something violent, Elfen Lied and Hellsing do the trick.
I also enjoy some of the more teenage ones, Bleach, Full Metal Alchemist, Initial D 4th Stage, Code Geass, etc are pretty good.
Between Manga and Anime, I spend far too much time on my pc.