As favorites go, I'll always have a soft spot for Trigun, even though, after watching it now, I realize it hasn't really aged well at all, and its budget wasn't really generous. On top of that, the anime concluded long before the manga was even close to finished, to the anime's ending is rushed and unsatisfying, to put it gently. Still, it was one of the first to really speak to me on a personal level rather than just entertain me, so despite its flaws, I'll always adore it.
On a more objective level, Cowboy Bebop and Full Metal Panic! are some of my favorites. I heard it said at a convention quite a while back, but the statement has stuck with me; "Cowboy Bebop wasn't just one of the best anime of its era. It was one of the best shows
of its time, and even since." The storytelling is superb, the animation is excellent, and to this day, it's got an atmosphere and aesthetic that, for me at least, no other series, animated or not, has even come close to recapturing. Also, I'm a sucker for Stephen Bloom's acting when he's really investing effort into a character, and my God did he throw his all into Spike.
Full Metal Panic! appeals to me for much the same reason that the Metal Gear Solid game series does; it's an intriguing near-future paramilitary drama that, despite its heavy subject matter, doesn't take itself overly seriously, and which delivers some of the most interesting and memorable characters of any anime in the genre, obvious and classical anime archetypes notwithstanding.
Honorable mentions for me also include Kino's Journey (thanks to Atty, as he introduced me to it), Elfen Lied, Samurai Seven, and Rurouni Kenshin. It's by no means an exhaustive list, but those are the titles that immediately jump to mind, though I suppose it is worth noting that the anime which first brought me to appreciate the genre overall was Tenchi Muyo. I haven't actually watched it since I was about 13, but I remember adoring it, even as some part of me realized that I probably wasn't necessarily the target audience.
I didn't care though. I loved it, and like Trigun, it'll always enjoy a place of fondness in my memory.