My favourite female character is Ayla from Clan of the Cave Beat (and the 5 other books in the 'Earth's Children' series by J.M. Auel: 'The Valley of Horses' + 'The Mammoth Hunters' + 'The Plains of Passage' + 'The Shelters of Stone' + 'The Land of Painted Caves'). Set at the end of the last Ice Age at a time when modern humans and Neandethals shared Europe, the story follows Ayla (a modern human) from a 5-year-old child orphaned in an earthquake and adopted by the Clan (Neanderthals) to adulthood amongst her own kind. A work of fiction that is very well researched and full of lots of interesting concepts, ideas on how things came to be as such - a great, interesting, diverse, fiercely independent character.