Ellie - She is one of the best written characters in any game that I've played. While Clementine and Ellie play similar roles, Ellie just felt so much more real for me. Her entire evolution through out the game is amazing and really resonates with the entire theme of the game. Joel and Ellie have some of the best chemistry (if that's a thing) in any game, far above that of counterparts clementine and Lee.
Command Shepard (female version) - Although she can be played many ways, the character itself is really well written. Whether you pick a paragon or renegade path, commander Shepard is pure badass either way and isn't overly sexualized like many heroines in gaming.
Chloe/Elena - Both lovely ladies from the uncharted series are also fairly fun and well made characters. While they are supporting characters, they complement (and represent different the different natures of drake) drake greatly during his adventures. I really hope we can see much more of them in the next game.
Sheva (RE5) - While she is not the best female lead in a game (and is fairly over shadowed by chris's giant new found muscles) I liked her from start to finish, and it doesn't hurt that she is very easy on the eyes and kicks major ass.
