 If you liked
Mahou Shoujo Lyrical Nanoha: The Movie 1st
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 ...then you might like
Fate/kaleid liner Prisma☆Illya
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Both are spin-offs from a Visual Novel (Nanoha - Triangle Heart and Illya-Fate) taking a secondary character and making her a Mahou Shoujo. While Nanoha as a franchise is much better still Prisma has many Nanoha references .
Illya and Nanoha, the main characters of both series are "normal" schoolgirls who become magic girls accidentally. During the task of collecting something, Illya and Nanoha meet their rivals, Miyu and Fate. They gradually understand with each other by battling and become good friends finally.
Both series seem to be intended for little girls, but they are actually lolicons' and yuri lovers' favourite. Action scenes are also great.