Dengeki Bunko and Under Night in Birth are my favorites atm (both made by the same team).
I dig the Persona 4 Arena games as well.
These late release PS3 fighters that have come out are turning out to be real good fighters. Arcana Heart III Love Max was good as well.
I saw a video for a Saint Seiya that looks real good, cell shaded with 3D armours? Pretty cool combo system, I'm in if I see it released.
ON another note, I finally gave in and started getting into the Namco Bandai DBZ and Naruto games, they are actually much better than I ever gave them credit for. I'm playing Raging Blast and Ninja Storm series both series well worth the money given that they're cheap as hell now. Great art direction and decent combo system, the mechanics remind me of Bloody Roar 3.
I think that fighting games is my number one genre so I have enjoyed the 360/PS3 fighters we've gotten so far, plenty of fantastic titles on both systems, prolly thanks to SFIV 'cause they released a bunch of titles we'd usually have to import.