Aqua from the Kingdom Hearts games, definitely. First of all, I find her to be the only female character in the series who bridges the gap between 'wallflower love interest' and 'bad-guy psycho-b*tch'. She is very independant and never needs saving. She's sweet, but she kicks ass too. And I find that I really connect with her personality. Not to mention she's extremely attractive~ Jokes aside, I really enjoy her character. Very smart, very capable, and made with unimaginable amounts of awesome.
I like Prim and Johanna, from the Hunger Games.
Oh this is hard. I can't only pick one.
Hermione from HP or Meggie from Inkspell.