I think that Steins;Gate has one of the best localizations ever. The dub is amazing, with great actors, and the writers added some jokes that would only make sense to an English-speaking audience, however dated they might be. A particular line that comes to mind includes a reference to Zero Wing's infamous "All your base are belong to us line". But, most of all, the series is smart, and doesn't assume that the audience is stupid. There's a reason why Steins;Gate is on my list of top anime of all time. Starts out a bit slow, but that's kind of the point, and it makes the payoff that much more satisfying.
As for a series in which every episode is significant, Puella Magi Madoka Magica comes to mind. I can't give any details, but for the love of god, if you start watching it don't stop until you've at least finished the third episode. You'll understand when you see it, Dan. Trust me. It's a 12-episode anime, so there's no filler or bullshit, either. The dub's not great, but it's passable. Starts out a little slow, too, but it's all still significant. Akiyuki Shinbo, the director, is one of my favourites of all time because he knows how to do cinematography for anime, and his works are always packed with visual symbolism that I had a wonderful time breaking down for my grade 11 film studies class a couple years back.
I would recommend Fate/Zero, as the anime wastes no time with anything, but the problem is that it's part of a series, kicked off by Fate/stay Night, which wasn't nearly as good, and the series itself is part of a expanded universe that's made up of all of the works by Type-Moon, so there's a shit-ton of lore and flavour text. I find that somewhat interesting, but it makes it difficult to get into. The anime is comprehensible and good on its own, don't get me wrong. It's just that there's a lot going on beneath the surface that might be a little confusing.
My thoughts on Attack on Titan: tried it, hated the art style, since while it was very nicely detailed there was little colour and things of visual interest were few and far between, hated the 3D-maneuver stuff 'cuz, while visually impressive, made no sense to me at all, and the plot and setting subjected me to Darkness-Induced Audience Apathy, so I just kind of stopped giving a fuck. Compared to Black Bullet, another anime with a similar setting, I say that Black Bullet was way better. It was just as dark, if not darker, and had a hefty amount of positivity to contrast with the horrible things that happened. Even if the whole "Tendo-style martial arts" thing never really made much sense, I'd still say it's WAY better than Attack on Titan.