If there isn't an anime yet, there should be.
Dragonzord hands down. He may not be from an anime, however he is from the power rangers and that makes him nearly, if not more so, awesome as an anime robot. What makes Dragonzord my favorite is that he belongs to the Green Ranger, who is by far my favorite Ranger of all time.
Im throwing in my Fav Anime of all time, FullMetal Alchemist ^_^
hhhhmmmm...did anyone here have seen the first unicorn gundam? because it was awesome for an ova gundam. not to mention i was hoping i'm not the only one here who have seen it. and also does anyone here heard of super robot wars and sd g generations? i'm still hoping that i am not the only one here.
Eva Unit 01 from Neon Genesis Evangelion is the best. I'm not a huge mecha fan at all, but I absolutely loved Evangelion. Possibly the best anime I've ever seen.
Hmm.. Well, I think my favourite mecha-type anime thing would be the RahXephon. :D
(Not exactly the best picture, but I provided one in case you don't know what it is. xD)