i have read MANY books and i have found most of the female characters to be superficial with the exception of my two fave's alaska from lookinf for alaska and Rue Meridian from the shannara series by terry brooks
Oh lord, my favourite character of all time (hands down, male OR female) is Lyra Silvertongue from Philip Pullman's HIS DARK MATERIALS. She's uncouth, vulgar, a bit feral, savage, and an unrepentant liar, but she's also a storyteller, fiercely loyal, with a strong moral compass. I adore her to pieces.
I love a lot of strong females in fiction, but I tend to be utterly won over by the sensible ones. Elinor Dashwood from SENSE & SENSIBILITY is a good example. Other favourite female characters include Katniss from THE HUNGER GAMES and Anne Shirley from ANNE OF GREEN GABLES (who isn't exactly sensible, but I love her anyway).
My favorite is Tracey from The Tracey Fragments written by Maureen Medved because she's unlike anyone else I've ever met/read about and has the most facinating mind that Maureen Medved lets you dive into for 150 pages.
This question doesn't seem fair because there's so many wonderful characters. But I have to say I like Margo Roth a lot. I think its great that she's clearly damaged after making everyone around her believe that she's perfect. She also clearly marches to the beat of a different drummer but by the same token, she's just as unsure of herself as everyone else.
Dorthea Brooke (no relation) from Middlemarch. When I read that book, I was overwhelmed by how much I could relate to her. Even when she was making a mistake, I realized I would have made exactly the same mistake in her position, and for the same reasons.
Miss Clack from The Moonstone. She was totally self-righteous and always handing people religious tracts or stuffing them under people's doors. I thought she was really funny (and reminded me a bit of my aunt Betty).
Donna Noble from Doctor Who. Not to take away from any of the others, but Donna was my favorite.
Tonks from Harry Potter, because the ability to change your hair color at will is the greatest superpower EVER. Also, there just aren't very many role models for clumsy people.