Depends. If a plot has a few REALLY well done and plausable twists to it, then it's good to have it complex.. I know it's not a game but Metal Gear Solid 2 is the kinda plot I don't like. It changes too much to gain any momentum.
Complexity is good, but there's a difference between complexity and plot "twitching".. which is when everything jumps around every 3-4 episodes.. Like Gundam Wing. Yah. There wasn't really any continuing story for that. I mean, the whole Peacecraft nation lasted all of four episodes, when the struggle to keep it alive could have lasted the entirety of the series, if only in the background.
Introducing "new" enemies is also a thing I don't like to an extent. I mean, introducing either leutenants to a greater enemy or showing that there is a bigger "shadow" over all the previous events is one thing, but in many anime I've seen the main enemies all the sudden just dissapear or are usurped completely by other agents. It really depends on how well the series is executed, but having one flowing story arc is better to me than having the beginning of an arc... then a spike upward.. then a cliff dropping down to the bottom, then another arc.. then another spike.. which is what a depressing amount of anime's give us.
Y'know that "rules of anime" thing? I would like to see an anime where most of those are inapplicable. I mean, sweatdrops, girls with mallets, and big eyes are okay.. but stuff like everything slowing down for special moves, Mecha being the fastest things in the universe, little boys saving the world.. I would like to see an anime that is completely different annoyance wise from everything else out there. With one quality plotline, no jumps.
Man this turned into a rant quick. Sorry, Rei.