Third all Revolutionary Girl Utena recs, best shojo-ai anime. Also second Simoun. Some people consider The Rose of Versailles to be shojo-ai (there is definitely some unrequited female-on-female crushing) and I definitely recommend that wonderful anime! However, there are quite a few men in the cast. You might be better off watching Oniisama e... (really surprised this wasn't mentioned already!!) which is based of a manga by the same mangaka and is actually shojo-ai in an all-girls school. Lots of drama.
@caozhi holy crap! i didn't know there was that many shoujou-ai anime out there. Thank you for the links. I didn't know Witch Blade was shoujou-ai. I never watched it i just heard of the comics. Also thanks for the warnings. I can't tell you how many times i been watching a SUPPOSEDLY clean anime, then BAM in your face porn action. AWKWARD.