Obviously, Sailor Moon of course!
But I also like:
Cardcaptor Sakura
Ojamajo Doremi
Madoka Magica
Sasami's Magical Girl's Club(been a while since I've seen this one)
and here's a new one you probably don't know of: "Yuki Yuna wa yuusha de aru" or "Yuki Yuna Is A Hero!" as it's known in English.
I recently finished watching this series and it's pretty good. It's about a group of girls who start a hero club and of course they later become magical girls! Also, there is a character in the show that in a wheelchair, but she CAN STILL KICK SOME EPIC BUTT AS A MAGICAL GIRL, WHICH I think is awesome! But yeah this show is really interesting, I'd recommend to watch this one if you're interested