Does anyone remember what that anime show was called where there this big race in advanced vehicles with a girl as the herione maybe and were aliens something everyone seaching for?

You're likely thinking of "Gunbuster" (1988), also known as "Top wo Nerae!" Here's why it fits your description:

* Big Race in Advanced Vehicles: The story revolves around a space race with giant mecha (robots) called Gunbusters.

* Girl as the Heroine: The protagonist is Noriko Takaya, a young pilot who becomes a skilled fighter.

* Aliens and Something Everyone is Searching for: The story involves a conflict with alien invaders called "The Centers," and humanity is searching for a way to defend itself.

While "Gunbuster" is not the only anime with these elements, it's the most likely candidate based on your description.

Would you like to know more about "Gunbuster" or perhaps other anime that might fit your description?