I think it's complicated. Season 4, we don't know Anya, but that scene where she strips and Xander loses touch with... everything... that is hard to top.
I think I probably have to go with season 5 -- b/c it primes the pump for everything else that is to come in their relationship. Xander tries to 'rein' her in -- instead of trying to understand where she was coming from and take time to explain why she needed to have an inside voice and an outside voice... He has too much shame and fear to be honest with her. He is too eager to please and to portray the 'right' picture, except by doing that he disrespects her and tries to shut her up and shut her down.
She doesn't ever confront the evil of some of her past and that is very troubling... He appears to accept her, and largely does, but I think deep down, he finds her suspect... but he is too fearful of himself, his friends and probably of losing her to confront the things about her or himself that bother him. They come back to bite him... especially when his family's dysfunction and her demon origins are writ large at the wedding and he can't hide for either anymore.
But, can I give a shout out to Anya for her speech in The Body? It's easily the best portrayal of the complete confusion and puzzlement and devastation of grief -- of all of grief I have ever seen. I so identify.
I am with the person who was saying they were extremely powerful in season 6. I think watching people come apart is powerful too... and they show how people who love each other desperately can nevertheless come apart in the ugliest, messiest ways. In some ways, they are the most real, most complex couple in the franchise... and it is so tragic that Xander never got to see if they could have actually made a go of things. It's as if they broke through their pain just in time to have the future stolen.
I miss Anya. Xander needs an Anya type woman who can challenge him. Anya needed a Xander who would love her and need her... but both had a lot to learn about being in relationship with anyone... Both of them found love and trust suspect, probably for a lot of the same reasons (initially we see Anya hurt and feeling like an outsider - Xander anyone?)
I was troubled by her 'cluelessness' too, until I realized that it meant she really had a hard time connecting with people... How can you connect and still live a thousand years performing vengeance? Maybe she's somewhere on the spectrum, and just cannot 'get' social cues? No idea, except I know people like that. Some people just believe what they believe and call it lack of empathy, or just a blind spot, or simply an inability to think something without saying it. I do know that they are completely unable to understand why the things they say shock people and horrify people.
Anya didn't live within the human world all those years, I think she lived 'human world adjacent'. It's much easier to punish people who you don't actually have to live with and experience with... and hurt with. It's much easier to judge them and find them wanting. It's much easier to make them suffer... Truthfully, that's how a lot of punishment works in the world we do have... People in law/corrections/law enforcement often don't see the people they punish as fully 'like them' -- they see 'other'. I think vengeance demons were judge, jury, executioner and small god... they were outside it all...
Sometimes, I was irritated by her apparent cluelessness, but also grateful. Paradoxically, that allowed her to see things very clearly at times. I think vengeance demons are black and white thinkers. They find the wrong (harsh) solution to actual problem actions.
Sometimes I was annoyed by Xander's need to shut her up instead of trying to talk to her about what she was saying -- then I realized that he simply didn't have the equipment necessary to deal with someone like her... even if he'd been better at relationship, it would have been hard. Because there is NO ONE else like her.
