Hrmmm... Favorite woman in anime? I am going to have to have a few. For different reasons.
Aoi Sakuraba from Ai Yori Aoshi. How can you not fall in love with a girl like Aoi? She is just so damn cute and sweet and caring. Her total devotion doesn't hurt either.
Nagi Sanzenin from Hayate no Gotoku. Favorite character from what is probably my favorite anime right now. She is just so fun to watch and I love when she goes into uber otaku mode. Plus I just love any of Rie Kugimiya tsundere roles, but Nagi is the best.
Yoko from Tengen Toppa Gurren Lagann. What is there to say? Yoko just kicks ass. And the way Gurren Lagann shows how Yoko grows from a girl to a woman is just so well done.
All three of the sisters from Minami-ke. Best family ever. The way they interact with each other is priceless.
That is all I can think of. I hate trying to pick a favorite cause my tastes change all the time and I like different characters for different reasons.