I know there's better anime out there, but my favorite has to be Code Geass (S1 & S2)
Anime have a terrible history of awful endings, and Code Geass have every potential to be awful and while alot is unanswered, unresolved, I felt like I could love that universe and still let go of it with how it ended. The show was so clever, devious, full of drama and comedy, I mean it has it all! (as long as you get past the art style)
I really identified with Lelouch, and I think that largely has to do with me being transgender. Hiding your true self or blind to it, putting on a facade for others. I just love anime that get all deep and philosophical and preachy when it works. And it certainly does for me with Code Geass. Fantastic Show!
Lemme double-down and like I was so similar to Lelouch. What I showed to everyone was an apparently intelligent, cold, calculated individual, but inside I just wanted to reach others and help them. No, I wasn't exiled and left for dead by my father, so his motivations certainly differed from mine- but we both sought the same happy ending. And we were both willing to crush friend or foe to achieve what we thought was best for the world. And both have encountered situations where we caused love ones to be hurt, and felt the need to pretend we didn't care; and both were faced with the realization that all we've hoped to accomplish could be invalidated because of the people we've ignored and the choices we've made.
In short, Lelouch and I were both terrible, misguided people who truly wanted the best for everyone. And were willing to sacrifice all in order to achieve it, including our own happiness.
I need to watch it again... that and some of the others posted in this thread(I never did finish Claymore >.<)
Song still gives me goosebumps when it starts: