I usually watch romantic comedies (Full Metal Panic, Ranma 1/2, etc.) or comedies (FLCL, Lucky Star) with some action, horror/supernatural mixed in.
However, as of right now my favorite would have to be Hell Girl a.k.a. 地獄少女
"あなたの怨み、晴らします。" :dies:
I'd also have to say The Melancholy of...