Vision of Escaflowne
No, Hitomi and Van don't stay together, and yes, she leaves Gaea, but this series was always more about her personal development than anything else. In the end, her departure was a necessity because as much as she has come to accept Gaea, it wasn't her true home and she had friends and a family to come back to. In the end, Hitomi has grown into someone far, far, far stronger than the insecure girl that constantly used to rely on tarot cards for a look into the future. I couldn't see Escaflowne end in a better way.
Nadia: The Secret of Blue Water
The characters grew so much over the course of the show, we get an epic grand finale, some irony by the end of it (Gargoyle was a human all along!), a heroic sacrifice (Nemo ;__;), and it wraps everything up with one of the greatest epilogues ever in anime (...Marie?).