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I believe you're referring to "Shakugan no Shana"
Shana is the female lead of the show and a Flame Haze. She was formerly human so she doesn't have a last name.
umm, in shakugan no shana, yoshida confessed her love to yuji first in chapter 20 or 20 up, and shana did told yuji that she likes him in chapter 25(the end of part 1) and in the 2nd shakugan no shana, yuji shout that he will protect shana at all cost, so i would say yuji will chose shana and they live in the same house together. yuji can feel Shana love him, and he choose Shana on that christmas' Eve.
Shakugan no Shana , Claymore , My-Hime , Lunar Legend Tsukihime , usou Renkin ,
Shakugan No Shana, Full Metal Panic[sort of], Elemental Gelade, Fate/Stay Night... that's all i could think of right now. But I'm also looking for other animes lol. i just finished watching Kaze No Stigma today. :) EDIT: Hmm, if you liked Kaze No Stigma, you might like: Zero No Tsukaima Shakugan No Shana-Ria likes this Buso Renkin Sugar Sugar Rune Kampfer Romeo x Juliet-Ria likes this Ayashi No Ceres DN Angel Kyoshiro To Towa Na Sora Rosario + Vampire I can guarantee you that much :) Zero no Tsukaima and Shakugan no Shana are practically the same though...