I can't narrow mine down to a single fav, those including Full Metal Alchemist, Gunslinger Girl(which has the best freaking OP and ED songs ever), Angelic Layer, Trigun, Cowboy Bebop, Full Metal Panic, I My Me Strawberry Eggs, and Scrapped Princess...
If I had to absolutely narrow it down to one, I'm going to go ahead and say Full Metal Alchemist, which has amazing character development, perfect placement of traumatic & comedic events, and an edgey theme-based story...