Xana from Dark Messiah. It isn't just her looks (or the fact that some of her character models are semi- nude, I swear), it's her give-no-fooks attitude and edgy sense of humor. Plus she is pretty understanding, helpful and loyal, and will only try to kill you in self-defense.
By contrast, her supposedly "good" ingame rival Leanna demands help with a lot of dangerous quests, requires frequent rescuing, and is kinda whiny. Despite your character's numerous heroic actions on her behalf, and the obviously dodgy connections of her uncle and mentor, Menelag (who is part of some kind of demonic mage club) Leanna will eventually try and murder you on sight, merely for not having banished Xana yet. Wtf did Xana ever do to her?
Her in-game appearance is pretty crude by current standards (game is almost 15 years old), but was quite, umm, "very nice" at the time and her voice characterization, at least in the English version is smokin! Thank you Moon Daily! Anyway, beyond her secksiness, Xana is actually kinda sweet, especially considering she is a demoness (I might have some issues).
p.s. I think I am gonna play this game one last time so I can leave Leanna in the spider pit. Maybe becoming a lich will teach her a little tolerance (but I doubt it).
Aveline, AC Liberation. she deserved more from Ubisoft, regardless i like her a lot.
Evie Fry, AC Syndicate. best assassin we've had in the franchise imo but no, a mainline game with a singular female protag? the controversy.
Dandara, Dandara. my most favourite platformer since Mark of the Ninja. gave me the same feels i had playing Metroid on the NES. even though she's a mostly silent protag, she's compassionate and strong and amazing
Jesse Faden, Control. 2019 baddest bitch award recipient.
Red, Transistor. again, mostly a silent protag but the way she emotes through song is so creative on the part of the devs.
Jodariel, Pyre. same devs. very compassionate and sensitive character despite her design, which is well-considered by the devs. i love her.
Meve from Thronebreaker. Prob one of the best written character in CDPR games, unfortunately the game didn't interest many due to it's format but if you are a fan of witcher you should check the story of the game. Meve and the whole cast is really great.