It's hard to choose only one anime among all the ones I love.
I'll probably pick Trigun. Only recently I could watch the whole series, but I fell in love with it

Especially the couple Vash/Wolfwood is the best I've ever seen in anime. I like the way this anime can mix together ironic and funny moments with serious or emotional ones. I like the setting (kinda sci-fi western, isn't it?), very original, and the suspense that keep you stuck to the series till the end. I suggest to those who haven't seen Trigun to find a way to give a look at it. I doubt you will be disappointed
*maybe spoilers*
I also like the way the relationship Vash/Knives is revealed, very slowly. The way Vash is attracted and scared by the presence of Knives is probably one of the best aspects they put in the story, especially because it also involves many other strange characters that are particulary interesting (ex. Legato Bluesummers, who I thought to be the main villain for a long period :p).