Excel Saga. Wikipedia Article here and review here (I'd read the review first...)

It is based on a Manga by Koushi Rikudou, and produced by Shinichi Watanabe, both of whom also appear in the animation.

It nearly didn't make it into my collection as the original episode was a little ... well, extreme for my tastes (ironic, considering what the final episode [26] is like). It is very good if you like spoof anime as just about every episode spoofs a different genre. The DVD releae also has an option to give on-screen translators notes as a lot of the humour is hidden in the language or the cultural references.

Kotono Mitsuishi, who plays the part of Excel also played Usagi Tsukino, the central character of Sailor Moon. This allows her to do a right-on spoof of Sailor Moon in one of the later episodes...