This season: Log Horizon OR Kyoukai no Kanata. Log Horizon probably goes a bit higher in the tier for me.
All time: Clannad OR Spice & Wolf. Clannad for the many feelings it brought to me (Also the only anime to have made me cry tears, most others just make me watery); Spice & Wolf for it's light, elegant and fun storyline and how it actually develops the protagonist's relationship at a healthy level and shows them actually caring for each other.
Clannad (aspecially After Story) will be probably my very favourite for ever ^^ But I seriously wish to see something that will touch my heart even stronger.
Bokurano is another one that I always think about when somebody talk about my favourite anime, but I still think that Clannad is this #1 :)
I really want to buy Darling but its about 12500 yen for the Regular edition and 33000 yen for the Deluxe edition. Not really sure what's in the Deluxe, but either way I would have to save up or do a split