Shakugan no Shana, Fate/stay night: Unlimited Blade Works Recommendations
A strong, magical female lead
A weak male protagonist that becomes stronger
Also the way the viewer is immersed in the story is similar.
The set-ups are rather similar. An ordinary high-school student is unexpectedly pulled into a massive battle and teams up with a strong girl to help him survive (though Shirou teams up with two).
Shirou and Yuji both start off weak and are frequently shown to be too helpful for their own good but eventually get much stronger, while Rin and Shana both serve as a sort-of mentor to the male lead and are textbook tsunderes- in fact, they're rivals for the Goddess of Tsundere.
Both are worth a watch, although "Fate/stay night" is much better.