Not many anime have female leads, here is a list of the ones that I know about. This will also include anime, where there are multiple protagonists.
If you know of one, that is not listed, please...
Just my personal top 10 Anime about Samurai & Ninja.
This is a list of all Anime movies, OVAs, incomplete and complete series I own.
Series shown during the regular meetings of JapanCASE (formerly Japan Connection, formerly the CWRU Anime Society) at Case Western Reserve University in Cleveland, Ohio between 1998 and the present.