Seconding:
Card Captor Sakura
Hachimitsu to Clover/Hachimitsu to Clover II
Iriya no Sora, UFO no Natsu
Kamichu
Kimi ga Nozomu Eien

Also these:
Air
Byousoku 5 Centimeter
Fruits Basket
Hanbun no Tsuki ga Noboru Sora
Ouran Koukou Host Club
Princess Tutu
Pretear
Rec

Some of these are technically shounen/seinen, but they are all very good and watchable, even for a female viewer (tested on myself personally ).

And, I don't know if you're fine with shounen-ai, but if you were, you could try Gravitation and Loveless.

Ayashi no Ceres
Higashi no Eden
Kare Kano
Kita e: Diamond Dust Drops - Is seinen, but don't have harem/ecchi, there is only 6 different story with different protagonists...
Kobato. - there is a little sweet romance at the end
Les Miserables: Shoujo Cosette - the romance start from ep 20, but I think is a little long anime (52ep)
Myself; Yourself - I think there is some harem (I you count the female character), but I a only couple (not 5 girls - 1 boy) and have a good final
Peach Girl
Valkyria Chronicles
Special A
Sukitte Ii na yo.
Tonari no Kaibutsu-kun
And movies:
Gin`iro no Kami no Agito - I, personally, like the romance here
Howl no Ugoku Shiro
The Place Promised in Our Early Days
Hakuchou no Mizuumi - Swan Lake, Japanese version

Another good anime is akane iro no samaro saka. Its about to people who are forced into engagment by their fathers.

The girl hates the guy at first.

Last edited by Etherion master at 8:04 pm, Dec 8 2012