My (somewhat) objective advice:
Anime is a medium of art, just like live action film, music, or any else. In and of itself it it is neither good or bad, you have to critique the content of each show on a case by case basis. As an anime fan myself, I can understand why you would wonder about it; sexualization of female characters is quite ubiquitous. Most shows have at least a little ecchi thrown in. That said, sexual content is heavily present in most mainstream media. Whatever standards you apply to other forms of media (in terms of regulating what you think is appropriate to consume) you can apply to anime as well.
There are many artistically inclined animes that are not going to throw fan-service (meaningless sexual content meant to please the audience) at you, and will instead focus on serious storytelling. Ping Pong the Animation and Mahou Shoujo Madoka Magica are two shows with meaningful storytelling and essentially no sexual dynamic. On the more casual end of the spectrum, you could watch something like Non Non Biyori if you are just looking to watch something to relax. It is “moe” anime, meant to stir feelings of paternal affection in the viewer.
My more subjective opinion:
All art is an exploration of human nature and gives us insight into ourselves, and through this, God as well. Sexuality is an inherent dynamic of our identity, and as such, worth addressing in art. There is a big difference between content meant to titillate our sexuality (like ecchi anime), and content which explores/touches on sexuality in a more academic context. Shows like Legend of the Galactic Heroes, Paranoia Agent, and Hyouge Mono each have some sexual content, but it serves the purpose of giving the viewer insight and understanding that has great relevance to our own lives. Far from leading you into sin, I think the understanding you gain from this kind of art helps you to understand, regulate and direct your sexuality in your own life.
