I actually really enjoy hentai (go figure) here are some I like:
Cool Devices: It is made up of mini stories most of which are pretty good and it covers pretty much all the main perversions.
Urotsodoji: This one is "old school" hentai, buy the boxset if you can. The first two episodes have almost movie quality animation, and there are some bad ass demon fight scenes thrown in amongst the sex. This has a lot of tentacle sex and freaky monster sex.
La Blue Girl:This one is pretty funny and in the english dub Nin Nin sounds exactly like Elmo from Sesame Street!
Demon Warrior Koji:Has a great storyline, good animation and some interesting sex scenes.