Within Temptation are my favourite of the Gothic Metal brigade, and Sharon Den adel is Hot Hot Hot.
i always thought Forsaken would have been even better if it had been done as a duet with a female vocal as the Vampire.
The Murder Of My Sweet are pretty good too, but those bands all tend to sound the same to me and they don't appear to fit the question in the OP.
Queensryche's Suite Sister Mary is in my top 10 songs of all time.
Avantasia has some supporting and lead female vocals which may fit the bill. the story is terrible though. If you don't mind a lot of cheese, what about Rhapsody (of Fire)? The guitarist is fantastic and ssome of the composing excvellent. Not for everyoone though, due to the cheese-factor.