I watch a lot of anime, mainly on DVD.
Here are my favourites:
Haruhi, just love this series, it has it all, good characters, excellent narration by the main character, interesting story and brilliant animation
Fate Stay/Night, another awesome series, the art in this is amazing and it has some of the best animation i've ever seen. Also it is just plain fun to watch
Black Lagoon, kinda weird that its from Japan, as it has all the criteria for a western blockbuster movie, that's why i recommend to watch it in dub, it fits the nature a whole lot more. This has a lot of crazy action sequences, twists in the story, and is generally pretty violent lol
Code Geass, what can i say? this show is just entertaining as hell, and i do like my mecha
Baccano! A masterpiece in its own right, everyone must watch this, it is a brilliant anime, amazing storyline, great characters, and nice animation, definitly the main highlight from the last few years.
Darker Than Black, BONES just outdoes itself each time, first with Euraka 7 and Xam'd, now with this. Has everything a BONES production has, intricate story, top-notch animation, and likeable characters that undergo change.