The thing about harem anime is that they're designed to be male fantasy romances, and they want the viewer to fill in any gaps or loose endings with their own headcanon. That's what I think anyway.
But here are a few that I think fits your criteria.
>Monogatari Series
He gets his actual gf within the first few episodes of the first season. It's still a harem because it's mostly girls in the show surrounding the MC, but it's not one of those shows where he picks at the end. It's very early on that he gets a gf (and it stays that way as far as I know, I haven't read the LNs).
>Green Green
Based on a visual novel but in the anime he picks a girl at the end, and it actually recieved a hentai sequel where he fucks her.
>Kanokon
MC is a huge pussy in this one but he pretty much has a gf in it.
You might want to try reading visual novels though, There are a ton of them where they cast you in a harem and you get to pick any of the main girls.