I just wanted to add that the singer's voice in Halou makes my toes curl (and in a good way).
I would also add: The Gathering, Lacuna Coil, Tapping the Vein, and Rain Fell Within (these are all metal-with-femme-vox). Alternative-with-femme-vox: Curve, Switchblade Symphony, Tori, anything Nicole Blackman has worked on, Dot Allison, Laurie Anderson (yes, really try _Live at Town Hall NYC September 19-20 2001_), Jane Siberry, Happy Rhodes, Kate Bush, Lush, Lisa Gerrard/Dead Can Dance, Cocteau Twins, Garbage. More traditionally: Jewel, both Coles Holly and Paula, Lori Carson, Lisa Germano (possibly alternative), Alison Moyet (started out more alternative, has been doing mainstream rhythm and blues type stuff more recently). Obviously, in no particular order. Lots more I can't think of right now.