Princess Tutu
This one. It's stolen my "favorite show period" slot by a landside.
Honestly I originally saw this because I absolutely loved the intro music (It went straight onto my favorites) and then when I saw it I wasn't expecting much. I thought it would be "Sailormoon except if she was a Ballerina" but WOW did this anime just completely exceed all my expectations.
I am not going to give anything more away about it... See it now RekkaAtsuma!
While it isn't my favorite anime... It definitely gets into my top 10... I'd put it above Samurai Champloo (which I didn't like), and Trigun (which... unfortunately I didn't like).
I feed odd... I watched both Samurai Champloo and Trigun because I wanted to watch some good animes... but I just didn't like either of them. I found Champloo's modern day references (and fantasy references) to be more annoying than funny and its fights were amazing but far in-between (I've seen the "Japan invented everything" genre done better and more hilariously), plus most of the anime was just characterization in a large circle (It was DEFINATELY made for a weekly format... not for watching one after the other). While Trigun I just found boring because I found the main character, who should be an archtype I just love, to not be that interesting and the side characters to often have scant to do, as well as the villains to be vastly lame.
Also I am going to nominate Samurai Champloo for #1 in the "Animes where the main characters have immense plot armor"