I keep reading a lot of wank commentary written by men who are not really sure what Fantasy books have great strong women characters. So I am starting a little list here, that I will add to as I remember and come across some of my faves.
In no particular order:
1. Morgan Howell. I first picked up "A Woman Worth 10 Coppers" and got sucked right in. Then I read the "Queen of the Orcs" trilogy. Both feature really kick ass women protagonists. While they are a little bit dark, I liked the level of description, the depth of the characters, and the way good conquers evil in the end. I never would have thought an author could make me think an orc was sexy. I stand corrected! Kovak-mah is hot.
2. Lisa Shearin's "Raine Benares" series is really great. They are like a swashbuckler with a woman heroine. Lovely and a lot of fun. Kind of literary bon bons, I am not saying these are the great literature of the world or anything, but a very enjoyable read perfect for if you find any mexico vacation deals and need a beach book.
3. Carrie Vaught's Kitty the Werewolf series is simply wonderful. Beginning with Kitty and the Midnight Hour, the series follows the story of a late night radio DJ who starts a talk show about the Paranormal after she is bitten by a Werewolf and changed against her will. Kitty is both a very normal, and a very strong character, which makes following her journey seem very believable and real. The dialog is realistically written and these books are a real pleasure to read. even though these may be billed under the category of paranormal romance they suffer none of that genre's typical weaknesses. (ie, what you might call vampire porn)
4. Mary Janice Davidson's Fred the Mermaid's series is also one that falls under the paranormal romance designation. I have only read the first one, and it was a fin fun read.
5. Marjorie M. Liu's Dirk and Steele detective agency series is an outstanding example of the paranormal romance genre. A superb supernatural plot combines with characters with unusually strong bonds formed by a combination of psychic powers, extraordinary circumstances, and the usual hot hormones. :-) I love this series. I am not so strong on her new series based around Hunter Kiss, the girl with the demon tattoos all over her body, but that's just me. If you'all aren't looking for any romance in your fantasy, then that series might be better for you. Its a lot darker.
6. Coming soon, more of the list.