Wow, didn't realize there were so many anime fans.
Anyway, I can't really give a favorite, so I'm just gonna list a bunch that I like:
AIR
Black Lagoon
Bleach
Blood+
Cowboy Bebop
Darker Than Black
Ergo Proxy
Eureka Seven
Fate-Stay Night
FLCL
Full Metal Panic
Great Teacher Onizuka
Infinite Ryvius
Inuyasha
Kanon 2006
Neon Genesis Evangelion
School Rumble
Shakugan no Shana
The Melancholy of Haruhi Suzumiya
Welcome to the NHK!
Edit: Added Bleach and Cowboy Bebop