Words Worth: Maria is a stately example, garbed in an elegant white robe (though it has split seams, showing plenty of leg), a sea green cloak, and sandals.
Both Miyu and Reiha from Vampire Princess Miyu, as they both are very elegant and reserved as they attack their enemies with fire (Miyu) or ice (Reiha)
Comic Books
Film
Luster in The Gamers: Dorkness Rising seems to be an attempt at this archetype, but her player isn't very good at the whole "dignity" aspect.
Live Action TV
In the 1998 Merlin series, Mab fills this role, as well as being the series' Big Bad.
In the BBC Merlin, it was Morgause, until she died and Morgana stepped up to the plate. Word Of God says she's at least as powerful as Merlin now.
Literature
Nicci of the Sword of Truth, a former Sister of the Dark who functions as one of Richard's primary magic experts, and is also the team expert on Subtractive Magic.
Melissandre the Red from A Song of Ice and Fire fits the personality aspect (and becomes something of a mentor to Jon Snow during A Dance With Dragons), but as part of a low-magic setting she's limited to soothsaying and summoning creepy shadows. Given that she's one of a handful of people to show outright supernatural abilities at all, however, that says something.
Skuld, the half-elven sorceress from the 13th century Saga of Hrolf Kraki, the title hero's treacherous half-sister and eventual architect of his downfall. In the Battle of Hleidragard, she summons a giant demon-boar and makes her fallen warriors come to life again, so they continue fighting as zombies.
While she may not match most examples in height, she more then substitutes with pure might. With ladylike grace and magical fire, Shantotto is to what this trope aspires! Oh Hohohoho!
Lulu from Final Fantasy X, of the Ice Queen variety. Also somewhat gothy. She is the most composed of the party members, and figures as a bit of a mother or sister figure to the protagonist, Yuna. She's quiet, fashionable, and of course uses offensive magic.
Mitsuru Kirijou in Persona 3, who is one of the best magical attackers in the game. Likewise, Persona 4's Yukiko Amagi, but she also crosses this with White Magician Girl.
Dragon Age: Origins has Morrigan, a shapeshifter who is well-spoken and cutting—and evil. In the Dragon Age toolset, she's also listed as one of the few characters with "High" intelligence, and her biography notes that she favors a look of wild elegance. She's the most evil member of the party, and NPCs often comment she's very beautiful. However, romancing her will reveal a sweeter side.
Jessica from Dragon Quest VIII. Although she's a little more fiery than this trope typically is, she has a rich upbringing, possesses a sharp tongue backed by a British accent, and generally has an overall bearing that's more lady than genki. Also her penchant for fanservice is an actual game mechanic.
Radiant Historia has Eruca, a reserved literal Rebellious Princess who packs some of the most powerful offensive magic in the game. Raynie is a partial example, having the grace in battle and offensive power of a Lady, but being slightly more rough around the edges than is typical for this trope.
Not yet playable, but Nine/Konoe A. Mercury from BlazBlue is a very much one. Although she subverts it by having quite the fiery temper for personality.
From City of Heroes the Lady Grey, supreme commander of Vanguard. Easily the most powerful wizard in the whole game, ever composed, ever graceful and one wicked Dark Defender
Many female anima/dark/light magic users from the Fire Emblem sagas:
Seisen no Keifu: Hilda (villainous example, handles Fire Magic due to being of the Fala bloodline), Ishtar (Hilda's daughter alias the "Goddess of Thunder" for having major Tordo blood and thus handling the VERY strong Mjolnir tome). Possibly Aida, too; her class is Magic Knight.
Thracia 776: Miranda (though she's more Hot Blooded than the standard), Olwen (who uses Thunder Magic and swords),.
Fuuin no Tsurugi: Niime, Druid!Sophia (Dark Magic), Princess Guinevere when you unlock her (Anima Maigc). Maybe Cecilia and Valkyrie!Clarine. Sage!Lilina has the skills, but attitude-wise she's more of The Messiah. Bruhnya is an Anti Villainous version.
Rekka no Ken: Sonia and Ursula, both villainous examples. Arguably, Valkyrie!Priscilla and Sage!Nino are two on your side. In the Back Story, Saint Elimine was said to be one.
Sacred Stones: Lute, specially if a Sage. Also the promoted L'Arachel, though she's more... expressive than others. Selena follows it wholeheartedly.
Path of Radiance - Radiant Dawn: Sanaki, for some. Also a well-trained Ilyana.
Awakening: Tharja, a Cute and Psycho Dark Mage who enjoys practicing curses and is a Yandere towards the Avatar. She also happens to be a Ms. Fanservice.
Rose from Street Fighter is among the closest to this trope that you'll find in fighting games. She fights with her unique Soul Power, which gives her one of the most elegant fighting styles in the series and always fights with an air of elegance and grace.
Katrina of Quest For Glory IV: Stunningly beautiful, seductive, and without question one of the most powerful characters to appear in the series. Even Baba Yaga fears getting on her bad side, she absolutely kicked Ad Avis's ass in a magical duel some century before the game is set, and in Quest For Glory V her magic will tear the Dragon of Doom to shreds. She can have a real temper if you piss her off, but normally presents a very polite and friendly demeanor.
Rose Lalonde, from Homestuck becomes this after upgrading her weapons with Eldritch Powers. Made even more obvious in her Alpha universe counterpart, who's an adult.
Miranda Io from No Songs For The Dead has great potential in Black Magic, which she genetically inherited from her mother Lilith.
Erfworld's Wanda Firebaugh is this to a tee. Interestingly, because of how Erfworld operates, she started life seeing her physical form as a Lady of Black Magic, something she felt she had to live up to.
