Utena might find Goku a bit too goofy for her taste, but hey, she handles Wakaba pretty well. I'm not really one to talk though, 'cause I only know the minuscule basics of the Dragon Ball franchise.
I think a lotta people have already compared them, but Miki and Sayaka Miki from Madoka Magica seem like they would get along, what with the blue hair and sense of justice and names. Though Sayaka and Utena might relate to each other more, since they've both (kinda spoilers?) been through a lot of pain because they were too selfless. I think Sayaka and Utena would be a cute pairing... even though mah main Madoka-based ship is Sayaka and Kyoko.