My favorite anime would probably be Gurren Lagann, if only because it got me into the mecha genre to begin with. I've seen the whole thing 2 times. (lol obsessed much?)
Now, I'd pick Yu-Gi-Oh 5D's, but dammit, that show is full of so much crack now, I don't think it's so worthy. Forget anything past episode 26 (or for some people 64) exists and you're good.