When I was little? Depends on how little you mean. Pre-11 years old, it was probably Scooby Doo or Swat Katz.
At 11 years old, I discovered Sailor Moon, which took precedence.
After that, it eventually became hard to distinguish a "favorite," trying to decide between Tenchi Muyo, Outlaw Star, and Rurouni Kenshin.
Since then, it's pretty much impossible to decide, though I will admit that the only western cartoon I've ever loved as much as my favorite anime is Avatar: The Last Airbender...which I just watched last year, so definitely not when I was "little."