Since I already chosen Levy for more than one day I'm going to pick someone else for favorite supporting female character and man are there a lot of them. I'll narrow it down to three though and those three are Rika Shinozaki (SAO), Shino Asada (SAO), Éclair Martinozzi (Dog Days), and Kim Diehl (Soul Eater). They're all awesome side characters in their own way.
That scene up above is hilarious.