I don't have any big plan or story already in mind here, but the general idea is that another strange 'incident' is occurring in Gensokyo, but on a bigger scale than usual. Perhaps Yukari has gone missing, and some evil from another world has penetrated the boundaries and passed into Gensokyo; a threat that forces several of the girls into a strange partnership while they try to protect their home and figure out what's going on. In this case, the players would each be in control of one canonical character, and one other player, perhaps me, would be the DM.
Alternatively, perhaps the characters would be a band of adventurers from that foreign world, who find themselves sucked into the fantastic and exotic world of Gensokyo. They would then be forced to adapt quickly to their new environment and seek help from the locals while they try to figure out how to get back, and in the process they would find themselves involved in some new incident, maybe one that they brought with them.
Personally, I'd love to play Remilia or Tenshi, but I might not mind playing an OC either, and we could always have a mix of characters involved too. The trickiest part might be figuring out a good way to stat the characters; I suspect a lot of the girls would have powerful templates or races, so level adjustments, 3.5 style or otherwise, are expected.
We can work out more when/if it's determined that there's enough interest.