Arya Stark from Game of Thrones by George R.R. Martin
Vin from The Final Empire by Brandon Sanderson
Celaena Sardothien from Throne of Glass by Sarah J. Maas
Fela from The Name of the Wind by Patrick Rothfuss
Shallan Davar from The Way of Kings by Brandon Sanderson
Each of the lovely fictional ladies on this list is strong in her own way and is never just a pretty face. A Song of Ice and Fire and the Kingkiller Chronicles contain several other awesome female characters, but Arya and Fela are my personal favorites!