Hmm, favorite anime is and probably always will be Darker than BLACK. I have watched it through once in sub, three times in dub so far.
Current anime I'm watching is Puella Madoka Magi Magica, I only have about 2 episodes left until I finish it, and I have to say, this is simply amazing. It takes the art style and general plot of the magical girl genre and shatters the light-hearted feel-good atmosphere apart in your face, and it only gets darker and more interesting as you go.
Second favorite would probably be Soul Eater. This has amazing animation and action sequences.
Oh, that's a nice choice, something that I rarely see mentioned. I don't really have a specific favorite but DtB is probably in my top ten (sadly a truly underrated anime). Madoka is another anime I really liked, definitely among the best stuff of the latest years. Not a fan of Soul Eater, never really been into shounen, even if I heard many praises about it I can't really get into something like that and I dropped it after a few episodes.
If I've to pick a favorite, I'd probably say Kaiba but that's probably since I saw it recently, very intriguing philosophy behind it and the most interesting distopian approach about immortality I've ever seen in any media. Unless I can consider as a stand-alone the four OVA of Kenshin - Memory from the Past, there is hardly something that can top that.
For last season, obvious choice is Fate/Zero, even I didn't truly enjoy the ending as I was fearing, but some episodes were truly great. This season SAO seems the most promising according to the first episode, but I heard some bad thing about the books, so I'm still waiting its development. Also I still have some series to check, but there is hardly something that can be a killer series in this season. For laughing, I can't get enough of Toshino Kyouko from Yuru Yuri 2nd season.