The only mecha show which I have really liked was Evangelion. Actually, I think it's the only mecha show I finished. I didn't like it because of the mecha, rather the fact that everyone was nuts and how the organizations were run but those fights were definitely icing on the cake. Is it just me or do mecha shows often put emo kids in those robots? (Oh, it's just Shinji)
But stuff exploding everywhere while pressing buttons is pretty cool; can't deny that. Actually Big O was pretty cool too.
Ironically, my favorite Sunrise series (Mai-Hime) is not a mecha show.