Antigones, Medea, Lady Macbeth, Phedre (Racine’s one), Hester Prynne (form Hawthorne’s novel « The Scarlet letter »), Anna Karenina and Nastasia Filippovna (from Dostoyevsky’s novel « The idiot « ).
Honorable mentions: Athena (Odyssey) Princess Leia, Emma Bovary, Sarah Connor, Juliet, Jackie Brown.
I think that, paradoxically, old authors managed to represent females much better than contemporary ones in their body of works.