#1 - Steins;Gate
Amazing plot. I've have yet to see a more intricate one than this. More than 90% of the concepts used are theoretically possible in modern science, despite not having been proved so far. Furthermore, it is built around my favorite plot device (time traveling), which is also one of the hardest to successfully pull off. Steins;Gate does the best job I've seen at it, laying out all the plot details throughout the series and flawlessly joining them together in the end, without any mistakes or inconsistencies derived from all the time traveling that happen in between.
The character interactions are great, and it also has one of the best depictions of romance I've seen. It's not an instant crush nor a forced relationship, nor is it pre-established. It really comes off as a very natural relationship development that goes from friendship to love.
#2 - Mahou Shoujo Madoka Magica
I don't care how many people are there saying this is overhyped, I'll repeat as many times as I have to - it is not. This series excels in world-building. The message that passes across through the entire anime is that hope is always balanced with despair. The ending is one that inspires hope, but does not, by any means, break this concept, being actually completely faithful to it.
Something some people might find off-putting is that the characters don't drive the plot, the plot drives the characters. And with that comes a more shallow development for some of them. Others, on the other hand, are really well developed.
The pacing is probably the greatest strength of it, though. It gradually increases until it completely grabs the viewer. It's pretty much perfect, as is the foreshadowing. Watch it twice and you'll see what I mean. All in all, a great genre deconstruction.
#3 - Mawaru Penguindrum
This is... a odd show. It's not for people who want completely explained and linear storylines. For me, it is amazing due to the characters and the social commentary and moral and existential questions it presents the viewers with. The visual aspects are also great, providing an original and abstract-like scenario for what is one the most seemingly random but masterfully craft series of the year.
Even if one doesn't want to bother with analysis of these aspects, though, it is still a really enjoyable watch due to the sheer absurdness of what's going on if one doesn't try to delve deeper in the matter and catch all the metaphors and allegories.
#4 - Fate/Zero
I admit it: the novels are better. Having read them beforehand, the cast is a lot more shallow overall, with the lack of introspection and limited screen time that is inevitable in the anime medium. That said, they managed to capture the important aspects and develop the characters that needed it the most. It was a faithful adaptation, despite the inconsistencies in pacing present in the later half and caused by the time constraints.
It has an amazing cast of characters, despite being inferior to the novel in that regard and that is where one of the biggest strengths in Fate/Zero lies. Through each character’s mindset, we’re presented one different mindset, one different way of life. The focus on this contrast and on the arguments about what one should pursue and the right way to do it makes this series an engaging and thought-provoking one like not many others can boast of. It's ultimately a story of pursuing one's ideals, and screwing one's own life for blindly doing so. But the questions it raises along the way are nowhere near discreditable, as it presses the viewers' to analyze the characters' views on life and trying to realize their own, since neither of the mindsets portrayed are presented as being the correct one.
The soundtrack is adequate and the action scenes (that obviously can't be absent from a Battle Royale type of anime) are beyond outstanding. Join that to an impressive writing and you've got a great series.
#5 - Kyoukai Senjou no Horizon
Now, the fifth place was definitely the hardest one to pick, but I decided on this one due to the mistaken idea I first had about it. Due to the character designs, it seemed like yet another silly ecchi show. It was not.
Kyoukai Senjou no Horizon has one of the most complex fantasy settings I've seen and delves into politics more realistically and deeply than any other without spoon-feeding the viewers. It can be confusing, but it really is damn amazing. It's a great mix of seriousness and jokes, intricate plot and fanservice, diplomacy and amazing action.
Honorable mentions (other 2011 things I find absolutely worth watching):
Jormungand
Tiger & Bunny
Usagi Drop
UN-GO
Currently Airing that would probably make the Top 5 list:
Jinrui wa Suitai Shimashita (More social commentary and criticism further enhanced by sarcasm and dark humor. In fact, I really wanted to put this in 5th place, despite only having two episodes aired so far.)
Sword Art Online (Read the novels. Expecting great things.)