I found it odd that this thread didn't already exist. But I think it'd be a good idea for everyone to share their favourite(s).
My favourite is Tokyo Ravens, I finished watching the series today and can honestly say that I've never felt more compelled to read the manga after watching an anime series than I do after watching Tokyo Ravens.
Tokyo Ravens managed to keep me on the edge of my seat during the entire series, and even managed to make me shed a tear or two a few times; something I've not really experienced from any other anime I've watched before. Thus it earns its place as my favourite. (plus bonus points for qt kon)
What is/are your favourite anime, and why?