Definitely I’d recommend "Strawberry Panic!". It was the first yuri anime that I’ve seen and I love it.
Secondly - "The Revolutionary Girl Utena" - it was much deeper then “SP!” and I loved every moment of it and it was the only anime after which I cried T.T. It’s classic.
Thirdly - "Simoun" - it has the best soundtrack ever and the atmosphere and those steampunk machines… aaa… you need to watch this.
I’d recommend watching "Yami to boshi no hon no tabibito". I have attachment to this ^^.
"Maria-sama ga miteru" - these all-girls schools and Sachiko <3.
"Noir" is not so yuri or anything but look at their relationship and how they both fight together anly cd the soundtrack and that was the second anime which left me crying.
You should watch "Madlax" too. It was made by same studio as “Noir” (Bee Train) and there are some similarities but it awesome. Action, kills, and this relationship between Madlax and Vanessa. It was the third anime which left me crying… Damn.
"Oniisama E" is definitely classic melodrama which (in my opinion) every true fan of yuri should watch. The producents made it a little too long and at first it can seem to you boring but I definitely recommend it, It made me cry too. Damn.
"Candy boy" is really cute. The daily life of twin sisters living together (cuuuuuuuuuteeeeee).
"Kannazuki no miko"! Watch this! It’s perfect (but I cried…). And who cares if there’s mecha? There are LESBIANS! AND RAPE! ヽ(；▽；)ノ
I hope it helped :) these are the animes that I love the most.