Jack (Mass Effect 2, 2010)
The single most rounded and interesting female character I've encountered in the medium. Hell, the single most rounded and interesting character full stop, more like.
Refusing to conform. Damaged, sure, but not by any means broken.
She could easily have been an absolutely atrocious character smacking of white knight-self insertion, but that trap was firmly avoided throughout the course of Mass Effect 2.
I may have certain issues with the sheer speed of the romance (although that is an issue prevalent in nearly all of BioWare's games) but not great enough to overshadow the fact that she's, simply put, the best.
Leliana (Dragon Age: Origins, 2009)
Sheryl Chee is one hell of a writer. Along with Mary Kirby and David Gaider, she wrote the plethora of interesting and likable characters featured in the ridiculously substantial Origins.
Standing out as the prime example of her craft is Leliana: a pious bard, but with enough integrity not to accept the decrees of organised religion. Add to that a level of psychological depth you might not have expected intermingled with a general loveable disposition, and you've struck pudding gold.
Samara (Mass Effect 2, 2010)
Greek tragedy made flesh. Well, virtual alien flesh. And it just so happens that a lot of that flesh is on display...
Asari are a strange bunch.
But anyway, Samara is probably the most pitiable character in Mass Effect 2: a slave of her own grief, devoid of any natural moral relativity and unable to accept happiness as a concept she is deserving of.
Sigrun (Dragon Age: Awakening, 2010)
Another creation of Chee's, Sigrun was easily the highlight of Awakening (which I liked more than most people seemed to have).
Like Samara she struggles with feelings of inadequacy, but where Samara relinquishes any kind of responsibility to a moral code heedless of the consequences, Sigrun accepts her feelings of guilt as paramount to her very being.
Helping her see the other qualities she was innately in possession of was as rewarding an experience as I could've hoped for in a piece of interactive fiction.
Isabela (Dragon Age 2, 2011)
The pirate with a heart of gold and laughs aplenty. Sure, she's gorgeous, but it's the brilliant writing of Sheryl Chee (who else) which renders her such a genuine and multi-faceted character.
BioWare has never stooped for simple t'n'a (no, not even Miranda is bereft of intrinsic depth), and Isabela is demonstrably a fine addition to this lack of vacuity.
And I count that as three fantastic female rogues on Chee's track record. What gives?!