I know that there are a few anime out there who habitually breaks the so called fourth wall (speaking directly to the audience), but the one I know best is Gintama.
Gintama is brilliant in many ways and has a total disregard for almost anything resembling reality. It takes place during the Meji restoration in Japan, middle 19th century, last of the samurais etc. Except not since it also seem to take place in modern times. Aliens have invaded Japan, using the locals as cheap labour and has forbidden the samurai to wear swords. The leading character, Sataka Gintoki, is instead wearing a wooden bokken (Internet purchased…) that sometimes feels more effective than a real katana, well, sometimes not. He is that he takes on anything as , almost always with abysmal success, at least monetary-wise, even if he of course saves the world now and then. His sidekick, Shinpachi, is a teenager and heir to an abandoned dojo. Then there are Kagura, the strongest girl in the universe, and Sadaharu, her gigantic and cute dog/demon or whatever it is. Since it’s the Meji restoration, the Shinsengumi are there too, as the Shogunate police force, with a little different names, though. They are completely nuts, mostly, especially Okita Souji, who tries to kill Hijikata whenever he can. Hijikata, on the other hand is obsessed with mayonnaise and Shinsengumi captain is an obsessive stalker, oh, and another of them often cosplays as Echizen Ryoma from Prince of Tennis. One of my favourites is Katsura, the terrorist and former friend of Gintoki (his name means wig), and his pet Elisabeth, who may or may not (well, may) be a man dressed in a giant white penguin-like costume. Also the ninjas, Hattori, who suffer from haemorrhoids and Sa-chan, a masochistic female ninja who is completely obsessed with s&m and constantly tries to get Gin to tie her up.
Breaking the 4th wall, as usual.
Hard to follow? Not at all and it’s not so complicated to get, once you start. The story is full of manga and anime references and sometimes the cast from other animes show up, like Bleach and Prince of Tennis. And they break the fourth wall constantly. Like Otose, the landlady, who suddenly has a wriggling snake tongue for a short while, since her voice actor also does snakelike villain Orochimaru in Naruto. She also jumps out and kills the director since a gorilla ranked higher than her in a popularity poll. He is then replaced by a robot. The cast often refers to the viewers, Gintoki complains that they didn’t wake him up in time for the show and so on. And after the first season the leading characters get together and make suggestions of how the story should develop, mostly blatant ripoffs or parodies of other manga/horror movies.
The episodes are often stand-alone, but there are some longer story archs. It is better to watch from the beginning anyway.
A little gender-bending with Gintama and Katsura.
The fujoshi-friendly part:
I can totally see the slashability of this series (where the most popular pairing is Hijikata/Gintoki, strangely enough, I would have thought Katsura/Gintoki, but what do I know?) I don’t really feel the need to seek out doujinshi/fic, since it’s parody and fun all the way. I wouldn’t want to read serious stories about the characters, and if the stories are comedy I think just to watch it is enough. And you don’t have to get the manga, movie or historical references to appreciate it.
There are lots and lots of episodes (I think 264, plus a couple of movies).