If a transfer student appears in an anime, you can bet on them being overpowered. Maybe it's because their newness makes them stand out, but these characters often have powers and skills that exceed those of the rest of their class. It happens so often that it's an anime trope, but hey, tropes aren't inherently bad. In fact, they can be pretty cool sometimes, which is why we're recommending a bunch of anime about an overpowered transfer student.
Full Metal Panic! features a military agent transferring into regular high school in order to protect his client. It's an older but well-loved series that's both hilarious and action-packed. More recently, there's Sk8 the Infinity, which features a Canadian transfer student who turns out to be better at skateboarding than anyone guessed he would be. There's plenty more where that came from!