I mean, i'm not a man of absolutes, so I can't say I have an absolute favourite, but if I were to answer this question in the context of my most memorable, impacting and overall most relevant to the genre of series I like to watch.
I would have to say Evangelion the pinnacle of what I consider awesome anime. Story with epic inclinations, characters with background and good iteraction, a balance of action in there etc..
Classics (both anime and manga, assort, not going to define):
Irresponsible Captain Tylor
Nanoha (enjoyable, as much as it's shallow as fuck)
Kimi Ga Nozomu Eien