For me personally, my hands-down favorite is Keith Olbermann.
I think Olbermann is very intelligent, articulate and seems genuinely capable of critical thinking.
Of course, favorites here also, often reflect personal political leanings as well.
**Footnote** If anyone can suggest some female anchors for me to add to this list I would be very grateful. It's very disheartening to me, actually, to look at this list and see how male dominated it is. I put Nancy Grace on here almost out of desperation... but maybe there are some female anchors out there that I'm not aware of. I know there are some wonderful/brave/smart reporters... but in this case, essentially I'm interested in hosts of shows.