Are you watching
Fullmetal Alchemist: Brotherhood? Because if there's one thing that show can do, it's pull you in. Everything about the show, from the plot, the character development is just seriously well written. I'd actually recommend you the manga over it, though you're looking for an anime, so i went with that. It's been a pretty damn good adaptation, and there's just one episode to go (64 in total).
Though the best series in my opinion for pulling the viewers in and never letting go would be
One Piece. I'm sure you've heard the reasons as to why already.
