I'm gonna make a list here, taken directly from my "ten favorite characters" list on MAL:
Nagisa Furukawa (CLANNAD) - She may be an ordinary ill girl who gets the guy in the end, but despite her illness and shyness, when she gets determined to do something, she gets a bit stubborn and refuses to back down. She almost does with the play until her awesome father arrives to remind her of how proud he and her mother are of her, and that they'll support her no matter what. And then After Story comes along, and that's when her character
really shines. She's a woman in the end, and shows how far she's come from the shy high school girl she was.
Rena Ryuuguu (Higurashi) - Goes to show that even happy-go-lucky girls can have dark secrets, and she'll go to great lengths to protect her friends (unless she goes crazy herself, but even then she remains awesome... until she gets scary--beware the nice ones indeed). She also has very weird tastes for someone who likes cute things. I also imagine she has great upper-arm strength in order to hold that cleaver up (I'm pretty sure those things have weight to them).
Sakura Kinomoto (Card Captor Sakura) - The most innocent character I have ever seen, I looked up to her as a child (even though she dubbed as a tomboy to be rather bada
ss). She is pretty much my anime heroine in just how she grew as a character while off doing dangerous things in order to prevent disaster in the world, and yet was still able to live a normal life. She is also love-incarnate in my opinion, there is not one person she hates.
Hitomi Kanzaki (Escaflowne) - I was introduced to Escaflowne through the movie, so I got to know her more as an emo teenager who wanted to die, though she did grow as a person by the end in which she stops being selfish and learned to care for her loved ones. The anime (the original) took her character in a much different direction in which she was just an ordinary high school girl who is a bit of a psychic, and gets pulled into Gaia almost by accident. But to learn about fate and destiny, and how to use her will to go against it for her own personal destiny took a lot of courageous efforts from her, and her love for Van proved it. And she remained a sweet, out-going girl throughout it despite the hell that she saw. Perhaps if I actually saw the anime while as a teenager, maybe Hitomi would be my anime heroine instead of Sakura.
Rosette Christopher (Chrono Crusade) - She willingly decided to make a contract with Chrono despite it shortening her lifespan to save her brother and the orphanage, even though they couldn't (at first). Then she goes out to exorcize demons in dangerous situations--but she's so out-going and jumps ahead of herself that she causes damage and gets in trouble with Sister Kate that it's a wonder she stayed with the Magdalan Order. And yet she remains a caring, sweet person. She also has a hot-blooded temper and personality that helps balance it all out, and she's just overall a fun character to watch. She has a great chemistry with Chrono, whenever the two interact with each other, it feels realistic to me. I really connected with Rosette from the start, and so it made everything by the end that much harder to deal with.