In no particular order:
Aaeru from Simoun - knows what she wants and does not whine. Best Female Lead.
Ai Enma, Hell Girl - gets the job done. Less words, more awesomeness.
Akiha Shishidou, Sora o Kakeru Shoujo - the only main character that didn't whine when somebody random told her to pilot a machine to do something important. Balls of Steel. Also, cute and awesome.
Angelica, Gunslinger Girl - I feel sorry for her. Tries to be the best.
Dante, Devil May Cry - strawberry sundae FTW!
Hanyuu, Higurashi no Naku Koro ni Kai - hauu~
Hazuki, tsukuyomi ~moon Phase~ - the cutest vampire.
Konata Izumi, Lukcy Star - the female version of me. except the blue hair, I don't have that.
Kotonoha Katsura, School Days - no comment here. I love yanderes.
Kyon, Suzumiya Haruhi no Yuutsu - Best Male Lead. No anime male even comes close to Kyon's awesomeness, only Archer from FS/N but he isn't the main character there (too bad).
Makoto Itou, School Days - The Man. RIP.
Maya Kumashiro, Sekimatsu Occult Gakuin - nice legs. seriously. best I've seen in any anime. Looks good on high heels. I think half of the animator's work is spent drawing her legs. I'm very impressed by it.
Miyu Greer, Mai-(HiME/Otome/Otome Zwei/Otome 0 S.Ifr) - unstoppable. Less words, more awesomeness.
Momoko Naitou, Shoujo Sect - if I were a woman I'd marry her
Nene Andou, Hyakko - heh
Neviril, Simoun - Starts acting like she should after 10 episodes of doing nothing. Compensates in the last episodes in awesomeness for what she didn't have in the first ones.
Sakura, Hyper Police - Best 8-and-1/5th-tailed fox there is. In a class of its own.
great voice actress too, too bad she didn't voice anybody else important.
Shoko Kirishima, Baka to test to Shoukanjuu -
Sora Himoto, Shitsurakuen - holy shit there are no words available to describe how awesome she is. also an airhead. and cute. did I say how awesome she is?
Utena Tenjou, Shoujo Kakumei Utena - just to end the list with another awesome female character, the same as I started it.
OK, I lied, they're alphabetically sorted.
how many times did I use the word awesome?
