I am not really a fan of the magical girl genre but these three are an exception.

Puella Magi Madoka Magica
-What made me love this series is the way that it throws out all that we knew about this genre and deconstructs it brutally. I really liked how the plot was placed and the ending drove me to blatant tears.

Shoujo Kakumei Utena
-One of the most unique anime I have seen. I liked how symbolic the series was with its sword fights as well as the relationship between the two main characters.

Shugo Chara!
-This one is a little too girly for me but I do like it. The transformations are quick and to the point and the characters are relatable. It also has one of the cutest plots I have come across.

Homorable Mention:

Panty & Stocking with Garterbelt
-I would have put P&SwG on this list but it's not technically a magical girl but a parody. Still, the transformations were pretty epic (had a lot of sex appeal for the male audience) and I adored the placement of the plot.

I've only seen this one, but it's one of my favorite series..

I haven't seen Shoujo Kakumei Utena yet but out of the other 2 like Shugo Chara better.

I really like them both though <3

I don't really consider Utena a magical girls series, but it could be considered one. Shugo Chara is also great. I haven't watch enough Madoka yet, but so far so good from what I've seen and I appreciate its unique art style.

^From what I have read online, SKU is considered magical girl but I never really saw it as one either. Shugo Chara! is adorable, I agree. Madoka is also really good and I am happy that you are enjoying it so far. :)