My personal favorite for flawed reasons is Madoka because I was there for the live reactions to the infamous episode and it was magical watching everyone lose their shit. It was also my re-introduction to anime after being shamed out of it for liking sailor moon as a kid.
I'll second Umineko, but the anime is straight trash. The VN is really the only medium worth watching imo. You can torrent it but I think it's also on steam although it's pretty expensive and it has terrible character models. Just torrent it anyway.
Edit: I forgot the manga for Umineko is actually really good too. If you don't want to torrent anything that's the next best thing.
If you like that, the same author also did something similar in Higurashi but instead of mystery novels it's dating sims. The anime for that is better but still misses some minor points. Steam version of the VNs also have terrible character models so torrenting is your best bet as well.
The manga for Umineko is quite good too.
I forgot about the manga tbh, updated my original comment to include it.