So, the only show I can think of to describe this is Sword of Legends, where the main male met an Immortal that had the ability of helping him control his powers/curses, but I am hoping there are more out there

What I am looking for would preferably have a male lead, probably be Wuxia (but not necessarily), and have a Fairy/Immortal who, through some event, starts working with the main (but is a strong fighter, not just a princess/damsel type).  It doesn't really have to be a Fairy/Immortal, but maybe just something similar (super-natural being, ninja, you know, something 'different-y)  

The Journey of Flower http://mydramalist.com/9219-the-journey-of-flower. It's a C-Drama. Give it time as it's a slow start but it's very good. The guys are totally badass and the 2nd female lead is the second biggest b!tch i have ever seen in drama history. I hated her so much .. her acting was superb.
Okay, this might totally not be what you're looking for but there's Padam Padam, which has a main character who has a guardian angel. It's not your typical fantasy drama though. Perhaps watch the trailer?
Sorry, since I haven't completed the drama, I can't say much more ^-^' 
I second Padam Padam .... Fantasy is just a small element, not the focus of the show.... the story and acting are very good...After all, it's Jung Woo Sung!