There are a LOT of good anime shows out there, too many to watch to be honest. SAO was a good one, and if I may say, the best one I have seen to date (and am really hoping for the next season if the people will stop working on Guilty Crown *gag*) is "High School of the Dead." It has good characters, great story (even if most of it was being held out for later seasons), and great humor. I can also recommend Dot Hack (.//hack is the title) and Sekirei (the most recently watched). As for a favorite, I have to give it to the old show I watched when I was a kid coming home from school. This anime just holds a place in my heart that nothing else has come close to, Robotech. Loved the show when I was little, still love it today.. even if it is outdated in art and acting..
If you have any preferences I could recommend a few, can't say I am watching as many as I have been but I will do what I can to share what I can.