Wow, tough ask, there are so many great films, hard to put down only three. So, I'm gonna put 4!
Ghost In The Shell: A fantastic hi-tech espionage, a moral story, a cop story, political thriller and action film all wrapped up in amazing animation, voice acting, direction and a terrific style. Far superior to many live action films in the same vein.
Appleseed: Apart from being an impressive experiment in 3D anime, this is also a very deep story. It is close to the style and espionage presented in GITS, but still unique. It has excitement and suspense and one of the rare anime that has great attention to detail in the dubbing.
Patlabor 1/2:
Terrific political thriller/action/comedy/mystery/cop films. The master Oshii is at work and he does this stuff so well!
The Wings Of Honeamease (spelling?): aka Royal Space Force, its a heavy drama sci-fi set in an alternate world and is exceptionally well made. The characters are varied, the acting spot on and the music, by Ryuchi Sakamoto (Merry Christmas Mr Lawrence), is moving and vulnerable. I'm usually a political/espionage/tech fan, but this won me over completely.

...Not forgetting Yukikaze, or Transformers the Movie, or Blood The Last Vampire, or Vampire Hunter D Bloodlust or....