Well, I bought the soundtracks for .hack//SIGN despite not finishing the series. And Puella Magi Madoka Magica. In terms of opening songs, though, I remain fond of every song from Slayers. Some of that is just that I like Megumi Hayashibara's voice, but they also are so upbeat. Also Rinbu Revolution from Revolutionary Girl Utena. Especially looking back on the lyrics after the end of the anime.

(Utena also had some awesome -- albeit confusing -- inset songs. Another show I bought the soundtrack for.)