I love reading a good series of fantasy/fiction books, more especially when the main character (or one of them) is a woman and she's strong and independent, but still funny (well ok, before she goes crazy - Katniss I'm looking at you).
1. Anita Blake by Laurell K. Hamilton
I've read EVERY SINGLE BOOK in this series. If you haven't read them, I'd recommend them purely because the earlier books, are a completely different way of reading urban fantasy and Anita is a wonderful character. She's short, of mixed ethnicities and wholly insecure, in fact a very 'real' woman it could be argued. (Not so much in the later books). There's a lot of fighting, violence, sex and metaphysics, but it works. I discovered these when I was 15 in one of my local public libraries.
2. Meredith Gentry by Laurell K. Hamilton
Utterly different to Anita, but still very much a short, beautiful independent woman. There's lots of goodlooking men too. I often prefer Merry to Anita, mainly because she isn't so bound by morals and angst and just wants to do the right thing. Merry is half-human and half-faerie and the books focus on how she able to reconcile the two parts of her ancestry. Also, I really like how well-researched these books are, as a lot of the lore in this series is spot on. For faeries and magic I'd recommend this series for sure. Also, there's lots of mythology which I love!
3. The Servant of the Empire Series -by Janny Wurts and Raymond E. Feist
Oh what a delicious, complex and wholly satisfying story. A very certain trilogy, this series focuses on Mara of the Acoma, and how she deals with the intrigue of her House and various others. This story takes place in Kelewan (those of you familiar will know that Feist's stories took place in Midkemia). There are so many plot twists and turns, and the scheming and intrigue is definitely on a level with Game of Thrones.
4. Books of the Order by Philippa Ballantine
One of the newer series, but very compulsive, and the world drawn is unlike any I've ever read before. There is an 'Order' of individuals trained to fight creatures from the otherworld. These can range from ghosts to shades or in this universe they're called 'Geist' and at the top you have 'Geistlord'. Deacon Sorcha Farris is the most powerful in the Order (of course) and is matched with a sensitive (Merrick) who has his own power, she falls in love with the Pretender Prince - Raed Rossin (to the throne that she currently protects) and he also happens to house a Geistlord. This is just the beginning. The world is fascinating, and makes use of flashbacks but the relationship between Raed, Sorcha and Merrick is one of the more interesting I've read in a while. A different sort of fantasy definitely worth checking out.
5. The Black Jewels Trilogy by Anne Bishop
I read this when I was about 16/17 and it's one of the very few books that I return to over and over again. You have an underdog, you have ridiculously good-looking people and old stories and unicorns! Possibly one of the few fantasies that have made unicorns work well. And lots of lovely names. :) There's also some really interesting linguistic effects at work with names like 'Saetan Daemon SaDiablo' , 'Surreal', 'Lucivar'. Most interesting, is the fact that society this is set is matriarchal, men aren't allowed access to their children if the women deem it so, men serve women, makes for a very interesting dynamic. If you're a fan of fantasy this is a must-read.
6. The Tower and the Hive by Anne McCaffrey
This is a nice long series, and it's set in a universe wherein we were able to colonise space but only with the help of 'Talents' - individuals with amazing telepathic abilities. The series starts with 'The Rowan' all the way through her children to the end with 'The Tower and the Hive'. Again it's a tale of underdogs, but I liked McCaffrey's take on how we may eventually colonise space as well the characters being very fun and accessible. More sci-fi than fantasy I would say.
7. Hawk and Fisher by Simon R. Green
Husband and Wife team fighting crime and generally beating up anyone who gets in their way. Isobel Fisher, ex-princess and all-round badass is a brilliant character to read! This is just a good ol' fashioned romp of a tale and there's lots of little sidelines to traditional fairytales (Chance and Chappie are awesome). These are just fun, easy to read, and it's a very richly drawn world which makes it even better.
8. Sword of Truth by Terry Goodkind
Kahlan Amnell, Mother Confessor. She's beautiful strong, leads armies and doesn't take crap from anyone. She also is friends with dragons, can go into a rage that has it's own name 'The Con Dar' that can bind anyone to her will and even when she loses her memory she still manages to fend off Jagang. In short, she is awesome. Also the series itself is epic. Goodkind does get a bit preachy from time to time, and there is a certain racism in the books (as there is in a lot of fantasy books - white people good, darker skinned people bad). The series is filled with a lot of strong women though, from Nicci the sorceress, to Cara, Richard's Mord Sith back up. If you want Winter to pass quickly but the Wheel of Time and Game of Thrones are too hard - I would recommend this.
9. The Exiles by Melanie Rawn
Set in a purely matriarchal world (like the Black Jewels Trilogy) this is very complex and very well written series. Ok there are only 2 books and it may be another 20 years until 'The Captal's Tower' is written but still. The story revolves around 3 sisters - Glenin, Sarra and Cailet, all born into the most powerful family in the realm until it all goes pear-shaped and much like Star Wars and the Emperor purging the Jedi a woman purges the realm of all the magic users. Ironically all 3 sisters can use magic and end up in 3 of the most powerful positions of governance. The political side of this series is interesting - as it successful manages to show how a matriarchal society would work and how men not having rights would effect the social orders. There are so many beautiful names in this series, some of the best fantasy names I've ever come across.
10. The Deed of Paksnerrian by Elizabeth Moon
This series is very thinly veiled as good vs. evil and one could argue - Christian. But it's a nice engrossing read. The main character 'Paksenarrian Dorthansdotter, from Three Firs is a Sheepfarmer's Daugher but longs for more...in a world with elves and dwarves but also things of great evil. She flees and arranged marriage (of course I can sympathize) and joins a mercenary company, and at the end is blessed and becomes a Paladin or a holy warrior. Easy to read, and more gory and gritty than you would expect. She deals with attempted rape and torture which makes it more realistic for its medieval setting.
11. Celaena Sardothien by Sarah J. Maas
This is YA but oh what a lovely character. Her past is a mystery (I don't want to ruin the books for you). She's the best assassin ever, and she's a snarky, smart girl who reads as well as fights. A late addition to the list but if you find yourself with some spare time, this story will have you gripped for sure.
[for some reason I've never really felt as strongly for any of Maria V. Snyder's characters as they all come across as quite whiny. Yelena, Avry and Opal are all rather meh characters and don't inspire much confidence in me tbh].
There are so many more out there - Katniss Everdeen but *yawn* she's everywhere at the moment, I hope that reading characters like her, people will feel inspired to see what else is out there. Equally 'Tris' in the Divergent series is rather two-dimensional for most of it. Viola in Patrick Ness's 'Chaos Walking Trilogy' is a remarkably well drawn character - on equal footing with the male protagonist. As well as, June in Marie Lu's 'Legend' series. I could go on :D Thanks to YA more and more books are coming out with stronger females.
That's not to say there aren't any in 'high fantasy'. George R.R. Martin draws his women wonderfully realistically (I'm rather partial to Cersei who is very much a product of her time) and Martin Lawrence's 'Broken Empire' is tantalizingly littered with the occasional woman who does make you stop and think.
I accept that there are other series out there with women who are strong and powerful but still don't lose their personalities. I hated Twilight mainly because as role model for girls growing up, Bella Swan is terrible (further exacerbated by Anastasia Steele) what happened to the Buffys of the world, where being smart and being able to beat up the bad-guys was the cool thing, not fainting and running to the nearest penis for help?