I know some might fuss over including this title here, considering its reputation and the fact that it was so closely tied to Tokyopop's controversial OEL initiative. This one did run in a shojo magazine (even if its sequel and spinoffs are pure OEL), so it count for my purposes. Plus, this year marks its 20th anniversary so now's as good a time to look back on it as any.
PRINCESS AI (Purinsesu Ai Monogatari), written by DJ Milky and Courtney Love, with character designs by Ai Yazawa and art by Misaho Kujiradou. First published in 2004 and first published in North America in 2004.
PLOT:
A beautiful young woman from another world wakes up confused and alone in a Tokyo alleyway. She can't remember anything clearly save for her name: Ai. Fortunately for her, Ai meets up with Kent, a sensitive college student who takes her in. She's also fortunate enough to possess the singing voice of an angel, and she soon becomes a sensation at the strip club where she works. Alas, there are dark forces coming for Ai, be they greedy record executives or demons from Ai's original world who want her dead.