My all time favourite currently is Revolutionary Girl: Utena - The Movie.
This was the anime that really got me back into anime. Prior to 1999, I had grown up with various anime on television... the Robotech, Astroboy, Voltron, Sailor Moon and such... borrow VHS tapes of Ghost in The Shell and the like.
But going to the Utena Canadian Premeire in 1999 was what really kicked the interest with it into a higher level. I'd wholeheartedly suggest the animated series and manga's of Utena to any open-minded individual. The movie doesn't make much sense without some backstory of the anime or manga... although its a retelling of the manga and anime
Other stuff I'm really into (not just shojo):
Ah! My Goddess (OVA, TV and Movies), Video Girl Ai, Scrapped Princess, Naruto (yup... deep in that - looks at avatar), Bleach, Air Master, Vampire Hunter D, Sabre Marrionnette J, Millenium Actress.
Then you have the usuall suspects:
Cowboy Bebop, Trigun, Princess Mononoke, Samurai Champloo, etc...
I'd say there's an anime for everyone... just like a movie for everyone and like a video game (even more true with what Nintendo is trying to do) for everyone!