This is always a hard question but I guess for me my all time favourite anime girl is Kaname Chidori from Full Metal Panic!
When I watched the show through her expressions and the way she reacts to things that she gets herself involved in remind me a lot of my own personality, I really should check out the most recent series someday!
My favorite anime girl Mikasa Ackerman of Attack On Titan. Because she is known for her loyalty towards Eren, calm demeanor, combat abilities, and lack of showing emotions.
I dunno if I'd say favorite, but as indicated by my current avatar... Jessica Edwards from Legend of the Galactic Heroes is a badass so she's my pick right now.