Female Commander Shepard is a weird one considerring the look and personality is decided by the player.
I would add Morrigan (DA: Origins), Isabella (DA2), Aeris (FFVII), Jack (Mass Effect 2), Aribeth (Neverwinter Nights), Fall From Grace (Planescape Torment) and Triss Merigold (Witcher) to the list of best.
Vanille (FFXIII) and Penelo (FFXII) need to be in the list of shame.