NOTE: Shojo ai centers around girl-girl relationships, and shonen ai centers around guy-guy relationships. The difference between these and Yuri/Yaoi is that Yuri and Yaoi often contain hentai scenes.
Here are a few of my favorite shojo/shonen ai series, in no particular order.
Sasameki Koto - This was my first shojou ai series, and I don't think I could have started off with a better one. It wasn't a masterpeice, but it was very entertaining, and perfectly depicted the pains and joys of one-sided love.
Junjo Romantica - My first shonen ai series...though I probably should have started with something else, as there is probably one (tasteful) sex scene per episode. However, despite this, I did enjoy the series.
Kashimashi ~Girl Meets Girl~ - This was my favorite shojou/shonen ai series. Very...er...unique story, wonderful characters, made me laugh, made me cry, etc. The best thing about Kashimashi in my opinion is that nothing is meaningless. Every character has a story, and even the beach episode had a significant storyline. Everyone should check this series out.
Also, I did not enjoy Strawberry Panic, and I am currently watching Revolutionary Girl Utena.
What are some of your favorite/least favorite series in the shojou/shonen ai genre?