I second Dengeki Daisy
as far as the audience is concerned he is cold and harsh with her from the beginning, though you have to read it as i dont want to spoil it =P
Plus, even if this manga didnt fit your description, i would still recommend it to anyone, its an amazing series with good eyecandy drawings and plot =)

Edit:
Also after seeing my siggy pic, I've reminded myself that Tokyo Crazy Paradise might also fit the apparently at-first-cold-hearted girl lightens up to girl =)

From the manga: Good Luck, Demon King!

Kanata Kara - I wouldn't exactly say stone heart but there's definetely character improvement;
Midnight Secretary - pretty much fits your description, but it's smut ;
Akuma de Sourou;

I also second (or third) I Wish, great story.

[img]http://img91.imageshack.us/img91/120/zzzkq5.jpg[/img]

I love [color=red]vampires[/color].