Greetings!
I'll weigh in on this subject, though I have to divide my favorites into categories:
TV SERIES --- Cowboy Bebop
As much as I loved Kenshin when I saw it, this series was the tightest and most engaging show I've ever seen... with top-notch voice acting and twisted plotline, as well as a phenomenal soundtrack from Yoko Kanno. Truly amazing...
OVA SERIES --- Video Girl Ai
Koko wa Greenwood
I've gone back and forth between these two six-parters so many times that I had to list them both. Video Girl Ai was my first love, and if it weren't for this anime (and the original manga) I probably wouldn't have been as "into" things as I am now. My first Japanese music CD was the VGAi Soundtrack. However, Greenwood came up fast... the first four episodes are four of the funniest stories I've ever seen, and the last two parts change pace into a beautiful love story. I love 'em both!
MOVIE --- Whisper of the Heart
Truthfully, I really enjoy the Studio Ghibli films in general... each one is a real achievement, but I just have a special place in my heart for "Mimi o subaesa..." I might have given the lean to "Grave of the Fireflies", but that's a movie I could only watch once, as it was VERY emotionally draining! It is a must-see at least once, though...
It is very hard to pick favorites, though... there hasn't been much in the way of anime that has disappointed me.
Just my two cents, for what it's worth...