1. Revolutionary Girl Utena:
Shocking isn't it? Chiefly because of Utena and Juri for their pure, concentrated sword fighting awesomeness and Anthy, for subverting the subservient housewife/damsel in distress stereotype so effectively. Heck, all of the characters rock, even the ones I hate (because they're the kind you have fun hating! :) ). This is my favorite series, so I'm biased, but, as any reputable review site will inform you, this visually inventive shoujo fantasy is a must-see.
2. Rose of Versailles:
This influential 70's gem (it influenced Utena!!) is still being shown in re-runs throughout Japan today for good reason. Oscar, a woman raised "as a man" who serves as bodyguard to Marie-Antoinette, is one of the most memorable, interesting characters I have come across in an anime and, like RGU, there aren't any "weak link" characters in this series.
Nana Oosaki, one of two protagonists who are both named "Nana", forms the backbone of this series as the chain-smoking, no nonsense lead singer of a punk band trying to catch a break in Tokyo. The other Nana, Nana Komatsu, is more of a typical shoujo lead: bubbly, rather ditzy and boy-crazy, hailing from a stable background (unlike Oosaki). The two play off each other brilliantly, and Komatsu turns out to be not as typical a lead as she appears.
I've only seen a few episodes from various points in the series on Adult Swim, but from what I've seen, Major Motoko Kusanagi fits the requisites for this list to a tee, in all her gun-toting android glory. ^^
5. Blue Drop:
The protagonist, Mari Wakatake, isn't a punk singer. She isn't a duelist, a French army officer, or an android. She's just an ordinary student (with an alien girlfriend) who just doesn't take crap from anyone or act "endearingly" ditzy, while still being entertaining and likeable.