So do I answer this in terms of the artwork that supports the world building or the characters? Or do I look at something else?
In terms of the world building art I would, for many years, have picked almost any Hayao Miyazaki movie at random. The landscapes that populate Miyazaki's worlds are simply wondrous and typical of Studio Ghibli's almost fanatical attention to detail.
Now however I would have to pick the 52 episodes of pure scenery porn that is ARIA (the ANIMATION, the NATURAL, and the ORIGINATION).
In terms of characters I might look at Leiji Matsumoto's signature style.
The story I've always heard (urban legend alert!) is that he once met or saw a French actress who was tall, slender, with long flowing hair. This lady had such an impact that an idealisation of her has been showing up in his work ever since*. True or not, it adds such a personal touch to his style, and one so far removed from many of the anime cliches that I detest, that I cannot help but adore his work in this regard.
Alternatively I might look at the character design for Karla that so admirably supports the her ambiguity and sense of mystery in Record of Lodoss Wars.
But there's another way to interpret the topic: Anime that had the best art as part of the story.
For this I'm going to pick Reki's paintings in Haibane Renmei. Her paintings are crucial to the story, and range from beloved portraits of other Haibane to some truly... disturbing landscapes.
Most, if not all, are relevant to her story in some way or other.
In many ways, trying to work out what is happening with Reki (and why) from her paintings cannot help but intrigue you. And it is one of the best usages of art by an anime character in story that I can remember (there are others but it is a relatively rare trope).
It doesn't hurt that the rest of the art in Haibane Renmei is also excellent. The world is fascinating, beautiful, and feels lived in**. Meanwhile the characters are distinctive, well designed, and generally very pretty to look at.
*Some of the best examples can be found in the Galaxy Express 999 movie. Steam Trains IN SPACE! :)
**This is logical as much of Old Home is deliberately second hand.
Day 1 - Very first anime: Robotech, Gall Force, Vampire Princess Miyu.
Day 2 - Favourite TV series: Card Captor Sakura.
Day 3 - Your anime crush: Oh grow UP already.
Day 4 - Favourite Film: My Neighbour Totoro.
Day 5 - Anime character you feel you are most like (or wish you were): Kinoshita, Rocket Girls.
Day 6 - Most annoying anime character: Lynn Minmei, Super Dimensional Fortress Macross.
Day 7 - Character you’d most like to slap: Hiyama Hikaru, Kimagure Orange Road.
Day 8 - Most epic scene ever: Launch day - Wings of Honneamise.
Day 9 - Saddest anime scene: The passing of the Fortune Twins - Nariya and Eriya.
Day 10 - Favourite slice of life anime: ARIA.
Day 11 - Favourite mecha series: Patlabor: The Mobile Police.
Day 12 - Best instalment of a franchise you don’t like: Mobile Suit Gundam 0080: The War In The Pocket.
Day 13 - Worst instalment of a franchise you do like: WXIII: Patlabor the Movie 3.
Day 14 - Current (or most recent) anime wallpaper: I think I had a Silent Mobius wallpaper once.
Day 15 - A reality check for a genre you like: Romantic/Heroic Space Pirates.
Day 16 - An anime classic that simply doesn’t work for you: Ghost in the Shell (film).
Day 17 - Best Background Music: Silent Mobius 2: The Motion Picture.
Day 18 - Best Five-team: Silent Mobius.
Day 19 - Change you’d like to make to any one anime: Add an animation budget to Lodoss Wars.
Day 20 - Most ambiguous anime character: Reki, Haibane Renmei.
Day 21 – Favourite OAV Series: El Hazard the Magnificent World.
Day 22 - Animation studio you'd most like to slap: Gainax.
Day 23 - Anime you think had the best, or most intriguing art: Reki's paintings in Haibane Renmei.
Day 24 - Favorite anime hero or heroine
Day 25 - Best anime villain
Day 26 - Your favorite harem anime
Day 27 - Favorite anime opening theme song
Day 28 - Favorite anime companion/summoned creature
Day 29 - Best Anime Music Video
Day 30 - Favorite anime ending theme