The first anime I watched as a kid?  I don't think I can remember, especially since I wasn't aware that anything I saw might have been from Japan.  Maybe Voltron or Tranzor Z if those are anime.
The first stuff that really caught my attention as anime were programs on Cartoon Network's Adult Swim.  I think Cowboy Bebop, Inuyasha, and Outlaw Star were the main ones.  Dragon Ball (Z) and some other stuff that aired regularly about 2-3 years ago may have been in there, too.