I agree with Kyouko from Skip beat. Also Yona from Akatsuki no Yona is pretty okay.

My favourite would be naakba from dawn of the arcana

[img]https://i.imgur.com/PoT2776.png[/img]

Chihaya from Chihayafuru.

Although not my favourite character by a long shot, she's my favourite female character from the shoujo/josei demographics.

I second:
Kyoko - Skip Beat
Hikari - Special A
Elian - The Prince's Cactus
Haruhi Fujioka - Ouran High School Host Club,
Tohru Honda - Fruits Basket

My recommendations are the main female characters of:
Six Half
Superior
Basara
Cat Street
Chouka Kou
Kaichou Wa Maid-Sama
Kyou no Kira-Kun
Reimei no Arcana

My list:
-Yvienne from “Ciel-The last autumn story”
-Yuri from “Anatolia story”
-Sei from “Star red”
-Lady Oscar from “Versailles no bara”
-The various female shoguns from “Ooku-The hidden chambers”
-Yukino Miyazawa from “KareKano”
-Haruhi from “Ouran host club”
-Aya Mikage from “Ayashi no Ceres”
-Utena from “Revolutionary girl Utena”
-The Old artist from “Bianka”
-The protagonist of “Iguana no musume”

From other demographics that have stories that reminds me something that could be shoujo or josei:
-Nausicaa from “Nausicaa of the Valley of the Wind”
-Maomao from “Kusuriya no hitorigoto”
-Kagome, Kikyo and Sango from “Inuyasha”
-All the brides who are the protagonists of “A bride’s story”
-Rosette, Satella and Azmaria from “Chrono crusade”
-Claire and the Seven ghosts from “Claymore”
-The policewomen from “Silent mobius”
-Ririchiyo, Nobara and Karuta from “Inu x boku SS”
-Kurohime, Asura, Sword, Ouka and Yuuka from “Mahou tsukai Kurohime”
-The protagonists of the different series belonging to “Puella magi Madoka magica” franchise
-Maika and Kippa from “Monstress”
-Will, Irma, Cornelia, Taranee and Hay Lin from “Witch”