Epica .... This band is Awesome IMO. It sounds a lot like Nightwish, though a bit mellower.
The Gathering ... They aren't really to much of a metal/goth band these days, but they started off as death metal and Anneke is an awesome singer.
Leaves Eyes ... This is a pretty new act, they sound good ... IMO better than Theatre of Tragedy but very similar style
Em Simfonia ... The first CD was a side project with members of Novembers Doom, Broken Hope, and some other people. It had same great female vocals, their second CD has a different lineup but is still worth listening to.
Incubus Succubus ... This is a good goth rock act. The singing is not nearly as exciting as Tarja in Nightwish, but its still good.
Odes Of Ecstasy .... This is another good metal-opera style band with great female vocals.
Xandria ... This is a good goth act, the singer sorta reminds me of Within temptation with a bit more energy.
As others have said, Lacuna coil rocks. I VERY highly recommend them.
You may also want to check out Crisis and recent
If you are into females doing death metal, I also recommend ordering this compilation CD "Awakening: Females In Extreme Music"
I am moostly into death, doom, and black metal, however, I probably have about 50 or so CDs worth of thiis style of music. If you like my suggestions, I can give many more.