Mina Murray in Alan Moore's graphic novel "League of Extraordinary Gentlemen" -
Quartermain: Why place a woman among such dangerous men?
Mina (amused disdain): Dangerous men? Mr. Quartermain, you have no idea ...
Alexia Tarabotti, Lady Maccon, in Gail Carriger's "Parasol Protectorate" series - pretty much a steampunk bluestocking who is not pretty or thin, and is married to a werewolf because she's too assertive and opinionated for Victorian England to stand. (And she bashes bad guys over the head with a weighted parasol.)
Harriet Vane in Dorothy L. Sayers' "Lord Peter Wimsey Mysteries" - an independent mystery writer in 1930's Britain with the intelligence and assertiveness to be equal to gentleman crime-solver Lord Peter (who had hounded her to marry him through three out of the four novels they're both featured in).
My ex-husband admired the character Honor Harrington, though I've never read her stuff.