I wouldn't know what to do with myself if Kate Winslet played Anna, she'd act the role perfectly, I do wonder if she could sing the role 8 times a week though, Catherine Zeta-Jones has a background in musical theatre and she struggled some with the vocal demands of doing a musical on Broadway, I don't think Winslet has ever done musical theatre on a regular basis and Anna seems like it'd be vocally demanding for someone who isn't used to the routine.
I love the idea of Lauren Ambrose. I was gonna suggest her earlier but thought she might come off as too contemporary (thinking of SIX FEET UNDER, where she was consistently brilliant), then reading SomethingWicked's post I remember her fantastic turn in the EXIT THE KING revival and the great reviews she has gotten whenever she does Shakespeare, with some people on this board and other friends claiming her Juliet was among the best they have ever seen. She'd be great as Anna.
"Some people can thrive and bloom living life in a living room, that's perfect for some people of one hundred and five. But I at least gotta try, when I think of all the sights that I gotta see, all the places I gotta play, all the things that I gotta be at"