I remember watching (on TV) an anime with a young boy (black hair) and a robot (all grey). The robot was not huge, like being able the pick the boy up in his hand. He was more like ten feet tall. And they were friends.
It is probably like 15 years old.
It might be Steam Detectives (1998-99).
The anime centers around Narutaki, a boy detective with black hair, and his assistant, a nurse called Ling Ling. When in need, he can call upon a grey robot called Goriki, invented by Ling Ling's father. It seems to be the only robot capable of independent thought; the rest are remote-controlled. The setting is Steam City, a sort of steampunky 1950s France.
Here is a picture from the show, showing the main characters:
