Yeah, I highly recommend Suzuka too if you're looking for women in sports -- lots of them in there. It's a romance story also. It's really, really good. You'll understand once you read it. There are all kinds of girls inside, you'll bound to find one that you like. =D Yes, lolis too.

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Gothic Sports (soccer)

Cross Game has a female playing baseball.
Itsumo Misora has various sports.
Mahou Sensei Negima! has a lot of girls involved in sports, though none of them are the main ones.
Major, the main love interest of the lead char is playing baseball -> softball
No Side has a male switching gender and continuing on in a female body.
Touch, the main female goes gymnastics.
Wind Mill is about softball playing females
Awasete Ippon has a girl doing judo as the lead.
Crazy Girl has a girl playing tennis, I think.
The main romantic interest in Prince of Tennis is a tennis player.
The Cherry Project is about pair ice skating.
Buzzer Beater has a female basketball player.
Rough has a female diver.
I'm not sure but I think Inu Neko Jump had a female jumper.
Break Shot's image contains a girl with a billiard staff/stick/whatever.

I think I avoided mentioning anything mentioned before.

All I can think of that hasn't been mentioned yet is Tetsuwan Girl, which is about baseball.

P2! - Let's Play Ping pong! hasn't been mentioned, so I'll mention that.

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真実はいつもひ とつ. ~ "There is always only one truth."

Most people already said what I wanted to say. If you count dance as a sport(ballet like), there Forbidden Dance. And w/e you do, I don't recommend Happy!, not that great, I ended up hating it ^_^

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♪MONSTARR~ will eat all your cookies and steal your bishies~♪ Φ_Φ