Using a coarse-grained model, we performed molecular dynamics simulations of the electrostatically driven self-assembly of strongly charged polyelectrolytes and diblock copolymers composed of oppositely charged and neutral blocks. Stoichiometric micelle-like complexes formed in a dilute solution represent cylindrical brushes whose conformation is determined by the linear charge density on the polyelectrolyte and by temperature. The core-shell morphology of the cylindrical brushes is proven. The core of these anisotropic micelles consists of an insoluble complex coacervate formed by the ionic chains and a shell made up of the neutral solvophilic blocks. As the concentration of macromolecules increases, the orientational ordering of ionic micelles takes place. The complexation can induce effective steric stiffening of the polyelectrolyte chains.