I have four right now: (including a brief explanation if you haven't heard of it)
Full Metal Panic! -Mercenary mech pilot goes undercover in a high school.
Planetes- One of the best shows I have ever seen set in a realistic future about space debris haulers and would be my pick to show to anyone who thinks that anime is just pokemon or DBZ.
Fate Stay Night- About mages in a tournament for the Holy Grail. Its clever play on myth and legend from around the world should be of note here.
and then there's Gurren Lagann. I've never seen a show cover so much ground in such short amount of time while remaining incredibly entertaining.