I preferred Anne since her Selina wasn't crazy.
And I'm as much "girl power" as the next feminist, but I'm much more of a fan of "showing not telling." TDKR's Selina was badass without having to say it or be ostentatious about it. In fact, most of the time she pretended she was helpless and then whupped ass when everyone least expected it.
Michelle's Selina is obviously more iconic because it was so over-the-top.