Much of the protagonists' angst in Gundam SEED comes from the fact that they have to fight each other for reasons they don't know. Then the second half of the series comes and practically every second sentence that comes out of Lacus' mouth is relentless bashing of the Cycle of Revenge. Then SEED Destiny comes along and drops the same anvil all over again, along with a second anvil bashing Shinn's views of the world.
Another repeated message from 00 is that the only way to peace is through understanding others. It is repeated twice in the film's postcredits scene.
Also, a quote from the leader of the Union...
"They're aggressively ending conflict all over the world. Isn't that our job?"
As said above, Gundam has dropped many anvils over its span. However, there is one common anvil that transcends each series: "If we all understand each other, we can all stop fighting, get along and be happy." This theme has existed since the first series (as it was the basis of Zeon Daikun's Newtype theory) and has been carried over the rest of UC (all the way to Gundam Unicorn) and even further into the AUs; among the latter, only G Gundam subverts the message due to its kung fu action movie themenote which essentially claims understanding can only be achieved through fighting. Alongside, said message is usually presented as the basis of the resident universe's telepaths and their purpose; this is especially the case with the Innovators of Gundam 00note in which Setsuna's ultimate attack is causing spontaneously generated telepathy among those in range so that automatic understanding can be achieved and the X-Rounders of Gundam AGEnote which was the whole reason Kio went through the Vagan Magical Mystery Tour arc.
In Zero no Tsukaima, the episode in which Mr. Colbert dies was a very thinly veiled message about why war is bad, the entire second season being about how War Is Hell.
In an episode of the Kirbyanime, Dedede gets addicted to snacks and becomes grossly fat, unable to even stand up. This is followed by two characters announcing out loud that this is what happens if you only eat snacks and stay up all night watching television and Dedede being paraded through the town, pointed and laughed at. All of this before the episode is even halfway through.
The Aesoptinum factor of Soukou No Strain is made particularly obvious when not only is the research conducted on harmless aliens, but they look and act like little girls and anesthetic doesn't work on them. So every time one is dissected, they're being brutally tortured and the scientists just shrug and figure 'Hey, they'll get used to it eventually.'
In the CLANNAD anime, the opening scene contains protagonist Okazaki encountering a strange, beautiful girl at the bottom of a hill on the way to school, facing the uphill with the morning sun shining at her face and a Dramatic Wind with about a million Cherry Blossoms blows through the scene as the camera takes its cue to focus almost exclusively on her. The fact that some viewers still attempted shipping after that display may speak towards the fact that they may not have been heavy-handed enough.
In Hayate the Combat Butler's second season; admittedly it focuses a lot on Hinagiku, but just in case you didn't get the clue that she likes Hayate, the entire end theme is making it sure. Granted that that's focused on a lot in the chapters that're covered, but it continued to play it several weeks after most anime that season had already switched to their 'third' ending. Then again, this comes from THE animation studio that has turned Pandering to the Base into a form of life and Hinagiku's the Ensemble Dark Horse.
You don't have to be watching Yu-Gi-Oh! long to figure out that the main theme is friendship. Not only do many of the main characters constantly make speeches about it (with Anzu/Tea being infamous for it, although there are many characters who are just as bad, if not worse), but there are also numerous motifs and symbols throughout the series which are meant to represent friendship. These include Yugi's Millennium Puzzle, the smiley face drawn on the hands of the main cast, and several different Duel Monsters cards. On top of that, the first syllables in Yugi's and Joey's/Jounouchi's names are purposely meant to spell out the word "Yujo", which means "friendship" in Japanese.
Masashi Kishimoto can't seem to be subtle about the whole "REVENGE IS BAD" thing, to the point that, until he kick-started the big war event, it took over the story. To make it worse, he seems to have equated revenge with a fully-justified desire to see someone punished for their crimes.
Be loyal to your village no matter what you do because it means becoming a sociopathic monster and trying to have ambitions other than the welfare of the village is evil and must be punished.
Which is turned into a Broken Aesop, as Shikamaru was portrayed as perfectly justified in seeking revenge against Hidan and Kakuzu.
Although, if one sees it in a different way, revenge was likely portrayed as bad because it drove Sasuke insane with it and caused him to turn from friend to foe (to the extent that he more than willing to kill even comrades) and, in Shikamaru's case, it is portrayed positively because it is more like justice being done, that, and Shikamaru didn't allow his desire for revenge to take over.
Ayakashi Ayashi is pretty unsubtle about telling people to stop daydreaming and focus exclusively on real life. It's about giant monsters coming to life when someone is dissatisfied with living in a Crapsack World.