I'm wondering where everyone stands on Commander Shepard. As in, does that count? Why would you seriously play as the bland boring male version when you could play the badass (excellently voice acted by Jennifer Hale) female version.
Other, Aloy, obvious. Lara, obviously.
My own ones would be Leliana from Dragon Age games. Nearly all main female characters in RE series. Chloe and Elena from Uncharted (like seriously, Elena is a reporter and ends up holding her own like any other pirate there). Nina and Anna Williams from Tekken.