For me, I would have to say it's a tie between the classic Cowboy Bebop and the newer Sword Art Online.
Both series have a lot of awesome stories tied into them.

For the longest time, I was able to say .hack// was my favorite series, I loved the idea of an MMORPG anime.
Sword Art Online absolutely crushed it and I ended up watching the whole series in less than a week.

So what is the best you have watched?