Its hard to beat the hold Revue Starlight has on my psyche but this is legitimately a really hard question lol, Revolutionary Girl Utena is as much a favorite of mine.

Oh yea, if we're allowing OVAs, I'll also throw in Yuri Seijin Naoko-san (2012). I cannot overstate how wonderful it is, some of the best 28 minutes of animation ever. Though given the subject matter I already feel I might get in trouble for bringing it up, woops