In discussions of feminism and the portrayal of females, I often find people citing their favorite female character from the media and why they are so effective for reasons other than sex appeal or for the story to have at least one token female.
When it comes to games, the most commonly cited examples in my experience have been the likes of Samus Aran and Alyx Vance. With the possible exception of the controversial Metroid: Other M, the both of them have been portrayed as tough, but still human, treated with just as much respect as you would expect of a male hero, but not denying their gender. I'm no feminist, but that's the way I see it.
I have a different icon. Over the last year I've vehemently clung to a relatively new female character from an unlikely source.
Recall in my Senran Kagura Burst review when I stated that the unlockable character for the Hanzo side of the game is my favorite. I didn't go into any more detail than that out of fear of spoiling an unlockable, but now that she's all over the marketing for the subsequent Senran Kagura games, I think the time for spoiling it has long since passed.
I was of course referring to the eldest playable character in the Hanzo side of Senran Kagura: Daidouji, my favorite female character in gaming!