Watch it first. The anime, aside from filler, is unusually strong. Especially after the plot picks up. You have to read after that, however, as the anime is no where near caught up. They seem to be waiting until they have enough material for another arc before adding more to the anime. As far as D.Gray-Man goes for me, there's a turning point about half-way through, a big one, one that changes everything about the main character, where the series really picks up and stops being good and heads toward great. Its no Trigun, but its getting closer.
Also, if you are going to dive into Evangelion, try to watch everything in chronological order. The new movies, while a remake, harken back to the old anime a great deal. It would be like watching Full Metal Alchemist Brotherhood without seeing the original first. You may get the new stuff, but you don't pick it all up because it was detailed in the old stuff.
