Seconding CCS, Rayearth, Princess Tutu and adding Prétear (although I have yet to forgive it for the final episode *grumps at it*). Cutie Honey you'd probably want to focus on Cutie Honey Flash if you wanted to include it, Shamanic Princess... probably doesn't quite count for what you're looking for, but I thought I'd mention it anyway.

*looks at linked list* Oh, and if you're interested in what Europeans do with the magical girl series, add Winx Club to your list. (What I've seen of it ranges from hilaribad to terribad, though, so I can't say I recommend it.)