Heyo, I've seen a lot but I think my all time favs are:
1. Mahou Shojo Madoka Magica
2. Serial Experiments Lain
3. Hotaru no Haka (Grave of the Fireflies)
4. Perfect Blue
5. Usagi Drop
6. SDF - Macross / Macross Plus / Macross Frontier
Some others I love are Katanagatari, Monogatari series, WIXOSS saga, Shirobako and Full Metal Alchemist: Brotherhood