I'd make something futuristic, but have certain elements that are primitive, a la FF7/FF8. The main character and her lover could be killed for seeing something they weren't supposed to see, and she would be resurrected somehow or another to take down the organization that commited the murder. Her and her lover would be kind of in the outcast category, where they aren't hated, but no one really cares if they're gone. She would, of course, be dressed in some kind of pseudo-futuristic goth/punk outfit.
She'd be able to fight, but wouldn't be magically blessed with the ability to do kung-fu, so she'd use weapons mostly. Of course, with being ressurected and all, her body wouldn't feel the damage it was taking, so she'd just go crazy and take people out however she could. Eventually she'd manage to get to the top of the organization, and isntead of some cheesy "oh, I found out how to kill the immortal girl" scene, it would be an awesome revenge scene where she says some cool line to the guy, and leaves him to some torturous death.
As the movie progresses, she would become more and more depressed/deranged, since she'sbeen brought back, yet she can't die to be with her lover. There'd be plot elements throughout the movie that reveal how she can be with him, but she wouldn't realize it until the very end, and in a last ditch effort, she'd hold her arms out, and let herself fall over the edge of the roof of the building the last scene took place on. There'd be a slow motion fall sequence, where you'd be able to see her tears float from the corners of her eyes into the air, and she'd realize that in order to be reunited, she'd simply have to let go of her "life" (i.e. - suicide). Just as she would be supposed to hit the ground, she'd simply fade away from existence. Then there'd be some cheesy reunion scene before the credits rolled. ^.^"
Yeah, that was influenced quite a bit by The Crow, hehe.