This is my personal recommendation. The best list of Winter 2016 Anime for all you anime lovers. Make sure you'll have to watch these anime before the end of the world.
1. Ajin
Japanese: 亜人
Genres: Adventure, Horror, Mystery, Seinen, Supernatural
Studio: Polygon Pictures
Official Site: http://www.ajin.net/tv/
What would you do if you can not die? This anime is filled with terrible scenes. Do not miss if you like the death!
2. Dimension W
Japanese: ディメンション ダブリュー
Genres: Action, Drama, Sci-Fi, Seinen
Studio: 3Hz x Orange
Official Site: http://dimension-w.net/
The story takes place in the near future. There's the fourth dimension called W, where human and Android work together.
3. Gate: Jieitai Kanochi nite, Kaku Tatakaeri 2
Japanese: GATE 自衛隊 彼の地にて、斯く戦えり 2クール
Genres: Action, Adventure, Fantasy, Military, Seinen
Studio: A-1 Pictures
Official Site: http://gate-anime.com/
The second season of GATE, a popular adventure-fantasy anime in 2014. The war and conflict are still ongoing. The fire dragon is the most alarming. Do not miss if you like the first season.
4. Hai to Gensou no Grimgar
Japanese: 灰と幻想のグリムガル
Genres: Action, Adventure, Fantasy
Studio: A-1 Pictures
Official Site: http://grimgar.com/
The story about a group who are unable to remember themselves. They wake up in a fantasy land named Grimgar. The most important thing is they need to find out what happened.
5. Musaigen no Phantom World
Japanese: 無彩限のファントム・ワールド
Genres: Action, Fantasy, Supernatural
Studio: Kyoto Animation
Official Site: http://phantom-world.com/
The newest 2016 anime from KyoAni studio. The story about the world that created by human imaginations. There's creature called Phantom. They will have to fight with them!
6. Nurse Witch Komugi-chan R
Japanese: ナースウィッチ小麦ちゃんＲ
Genres: Fantasy, Magic, Parody
Studio: Tatsunoko
Official Site: http://www.ntv.co.jp/komugir/
Anime remake series. The studio changed the character design, and comes with new voice actors. Do not miss if you like the idol cuteness with parody scene.
7. Phantasy Star Online 2 The Animation
Japanese: ファンタシースターオンライン2 ジアニメーション
Genres: Action, Sci-Fi
Studio: Telecom Animation Film
Official Site: http://phantasystar.sega.jp/psportal/pso15anniversary/animation/
The story based on the video game. There's nothing special, but you should try if you like playing video game.