I also enjoy a lot of anime. My all-time favorites? Hmm.
Fullmetal Alchemist (both series), Trigun, Fushigi Yuugi, Moribito, Record of Lodoss War (OVA and Anime), all the Slayers series, Mai-Hime, Outlaw Star, Cowboy Bebop, Neon Genesis Evangelion, Serial Experiments Lain, Read or Die TV, Madlax, Elfen Lied (thought I will admit people overrate it), Fate/stay night, D.N.Angel, Hellsing (Anime and Ultimate), and Bleach.
The only Harem anime that I like is Oh My Goddess, and that's the only, ONLY one because the closest it gets to an actual Harem are her relatives, none of whom are interested in the guy.