I'll also go ahead and state that I really like Nightwish. Dark Chest of Wonders is almost certainly my favorite Tarja song, but as far as Annette's songs, Cadence of Her Last Breath is amazing.

Epica is another pretty awesome band, though they don't use purely female vocals. I'd check out Quietus and Blank Infinity by them.

Lacuna Coil is alright, and I'm a huge fan of Evanescence's album "Fallen".

As far as non-heavyish music goes, Sixpence None the Richer is hereby seconded, as well as Regina Spektor and KT Tunstall. And I am aware that I just lost all my man cards by admitting that.

Silversun Pickups use a lady as a vocalist, so I'm gonna go ahead and toss them in here. They do have one song with purely female vocals which is pretty calming and nice, which is linked Here.