Spring, because there's a lot of free time at spring. Outside is so ugly, wet and cold you don't really want to go there.
Summer, fall and middle of winter I've got too much to do to hang around PCs that much.
Early winter with little to no snow is also a good time.
I tend to watch an episode or two after coming home and having dinner before going to bed.
If the series is immensing enough I have a tendency to marathon it over weekend. Like MKR for example.
That pretty much goes for watching anything, not just anime, I kinda treat normal shows and movies equally to anime.