 If you liked
Uta∽Kata
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 ...then you might like
Mahou Shoujo Madoka★Magica
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Both are very dark takes on the mahou shoujo genre, but while Madoka may seem like the more serious of the two, Uta Kata is much better at portraying the physical and emotional damage inflicted on the one who becomes controlled by their power.
Uta~Kata is another darker mahou shoujo anime that successfully deconstructs its genre much like Puella Magi, although it doesn't go to the same lengths. Both show that being a magical girl is not always a good thing (if at all) and characters might have to face some terrible consequences.
Both involve Magical Girls discovering powers that aren't what they seem at first glance. The shows start out innocently but descend into darker themes.
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Recommended by Archon_Wing
Both are not your average magical girl show, as they portray the dark side of that it really means to be a 'hero of justice'. Darkness exists because happiness exists.
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Recommended by MagicFlier
presents the magical girls as a curse instead of blessing, explores psychological aspects and darker world perspective
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Recommended by ChenChilla
Both series start out fairly slow, seemingly as an innocent magical girl anime. However, they both start to turn darker as the story proceeds, and show the struggles and changes the protagonist have with being a magical girl. Uta Kata proceeds slower and, somehow, less radical, but I think if you enjoyed Madoka Uta Kata is definitely worth a shot.
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Recommended by d34ct1v4t3d
Both are dark themed magical girl series that focuses on touchy subjects as well as on a young cast as well too and also focuses on a close bond between the 2 leads.
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Recommended by Disapeared_Ghost
Both are psychological/dark Mahou Shoujo anime with pain and drama and both MC are about the same age.
Uta Kata and Puella Magi Madoka Magica are two magical girl anime that are not your typical magical girl show (at the time each were released at least), with both featuring a 14-year-old female protagonist who meets a strange girl who appears in her dreams. Many people have even seen Uta Kata as an inspiration to Madoka Magica, as both anime seem to have similar ideas, (good) soundtracks with a lot of violin playing, and even demonstrates the troubles of magic.