Here are my favorites, in roughly descending order of preference:

• Legend of the Galactic Heroes (1988 OVA version) - A space opera following two admirals on opposite sides of a galaxy-scale conflict. There’s a remake with more modern animation, but it has inferior music and character design so I prefer the 1988 version.
• Takopi’s Original Sin - A pretty fucked-up story about some very sad kids and an alien who’s trying to help them
• Mobile Suit Gundam: Iron-Blooded Orphans - Some street kids try to make it big as mercenaries
• Cyberpunk: Edgerunners - A young man gets involved with a small gang of cyberpunk mercenaries