The protagonist of KotOR. I maintain she's female, I don't care about this silly "canon" thing.

(trying to avoid spoilers here, but if you've played the game, you know exactly how awesome this person is)
Although, to be honest, any of the female characters in KOTOR. Bastila, Juhani, and Mission all seem like, well, normal people, and their stories could work (more or less) if they were male.
And... well, any female character from Mass Effect, starting with the asari (I dislike most of them, but you have to admit most of the ones you actually spend any time around are certainly not female stereotypes, even if, as a monogendered race, they're all biologically female. Anyone who thinks Matriarch Aethyta (the bartender) needs a big strong masculine type to look out for her... I feel pity for them. Short-lived pity that swiftly turns to glee as she flings them off a cliff with her mind.) and covering pretty well all of them. They aren't all perfect, of course, but that's part of good female characterization too, that they aren't automatically morally better than male characters. And FemShep, obviously. She gets some
amazingly awesome lines, especially in the second game.
Alyx Vance, as has been said before. But she deserves to be mentioned again. I want to be Alyx when I grow up.
...random thought, but think about this team-up: Matriarch Aethyta (have you noticed she's one of my favorite characters yet?) and the protagonist of KotOR. Timid, feeble women who need protecting, they certainly are NOT. And both can rip you in shreds with their minds!