I have to say that the reason male anime fans 
usually like the littlier types is because they 
are cute.  I myself (a guy, so go ahead and 
laugh) am a huge fan of Card Captor Sakura, 
because it is drawn extremely well (and cute).

As far as my favorite female characters in 
anime, I usually like the chicks that could 
either beat the crap out of me now, or are going 
to grow up and be able to beat the crap out of 
me.  I'm no sadist or anything, I just like that 
sort of character... come to think of it... I 
like my male characters that way too.  I like 
everybody to be jerks :).  Here is a small 
list...
DBZ - Vegeta
El-Hazard - Shayla Shayla
CCS - Mei Ling
Pokemon - Jessie
Tenchi Muyo! - Washu
Now, with Washu, she isn't all that strong.  But 
she is out for herself, and extremely 
intelligent.