MIYAZAKI!
Yeah, it's pretty obvious he's a feminist/anti-war person. You can see the message scattered all over his works (which are awesome WAHAHA).
Howl's Moving Castle is one of my favourites.
Princess Mononoke, the Castle of Cagliostro, Kiki's Delivery Service, Pom Poko (super random but funny LOL), My Neighbours the something (forgot name =_=), Whisper of the Heart, Ponyo (which I never finished LOL), Spirited Away, are some of the other Studio Ghibli's I've watched.
I've seen Grave of the Fireflies too, but I don't remember much since I watched it a long time ago. All I remember is that it's really sad so I dunno if I want to watch it again. ._.
I've watched Castle in the Sky as well, but that's the only one I found boring I think... ^^;;
Haven't watched Nausicaa yet, tell me if it's good. :D
>edit
Howl's Moving Castle IS slightly anti-war. In fact, almost ALL of his works are.