Belldandy and Skuld (Ah my goddess)
Amu and Utau (Shugo Chara)
Athena (Angelic Layer)
Angel (Angel Beats)
Although, her wings haven't been seen in a episode yet. You only seen them at the end of the Opening
Shana (Shakugan no shana)
Shana's wings are red and made of fire though.
Sakura (Tsubasa)
Her wings are seen right before she looses her memory.
Taiga (Toradora)
She wears angel wings during the school play
Azmaria (Chrono Crusade)
She gets wings in episode 4
Shiratori (Eden of the East)
She "appears" to grow wings after escaping in episode 7