Revolutionary Girl Utena particularly embodies the "growing up as a struggle" metaphor, with the added bonus of Gnostic metaphor thrown in for good measure. This was emphasized way more in the anime than in the manga, however.
Shikabane Hime is a rather dark variant - the magical girls are undead corpses who must kill 108 other corpses in order to get into Heaven. Also, they use guns.
The Show Within a ShowMagical Girl Biblion is a parody of this, complete with in-universe Rule 34doujinshi that typically follows these character types. Since Chisamecosplays the characters featured there, her Pactio Card turned her into one with a cyberspace theme.
Sweet Valerian features three girls who transform into superpowered monster-fighting bunny rabbits.
Kampfer adds a Gender Bender twist - main character Natsuru turns into a girl whenever he transforms.
Cardcaptor Sakura has elements of this; Sakura's mission is to capture all Clow Cards, sometimes using direct combat, sometimes by using other means. In later seasons after she capture all cards, she must turn the cards into her own cards, by applicating it in various task, often involving some kind of combat.
Invoked in Mao-chan, where aliens Earth is being invaded by aliens so cute that fighting them is viewed as bullying, forcing the heads of Japan's defense forces to have their cute granddaughters fight the aliens.
Umi Monogatari takes this type of show and tweaks it; among other things, the revelation of what the Big Bad really is allows for a conclusion that's more true to life than most shows of this nature.
Every single woman in Horizon In The Middle Of Nowhere; however, how much "mage" or "warrior" there is depends on the person and their abilities.
Senran Kagura: big-breasted ninja girls with magical clothes and transformation sequences !
Mystica from Fading Hearts. Ryou meets her in the forest while he is fighting shadow monsters.
Webcomics
El Goonish Shive: In the later comics Elliot gains a super-heroine spell after already having the ability to shapeshift into virtually any conceivable female human form including transformation of clothes.
Last Res0rt includes a faction known as the Galaxy Girl Scouts, which seem to be a cross between Sailor Moon and the Green Lantern Corps (i.e. alien girls in whatever the alien version of "schoolgirl" happens to be).
The title is passed down to a new girl per planet every few years or so, which means a complex "legacy" can build up over time — for example, at one point Daisy Archanis is accused of being a "rogue" Scout Arael 25 years ago, and ends up fighting for her life against four of the current scouts (one of which is the current Scout Arael, who protests when she finds out the other girls intended on killing Daisy instead of just fighting her)!
Web Original
Fey of the Whateley Universe. Down to the backstory, the ancient Faerie who rides along in her head, her ability to summon armor magically, and a magical battle in Boston in which she and The Necromancer spent most of the fight trying to intimidate each other by calling their attacks.