Shoujo Kakumei Utena, Uta Kata Recommendations
Both are magical girl series of a darker sort, and involve putting the heroine through a number of trials.
Both are magical girl shows with an underlying darker element, and explore psychological themes. They also both focus on friendship between two girls caught up in a malevolent being's game. They are both pretty artistic and feature very good, original scores.
While one is shoujo and the other is more along the lines of Seinen, the two series both take a darker look into the mahou shoujo genre, although Utena is more of a take on the prince-princess genre rather than the mahou shoujo genre, the two are very comparable. Both explore a relationship between two girls that is full of secrets and lies and both are riddled with yuri/shoujo ai undertones.