Gosh, it's very hard to think of any isn't it? Strong female characters in modern films tend to be heroic loners (Kill Bill) or plucky second-in-commands (sundry 'moms' for example), or evil of course.
I think Ripley in Alien could have been a good leader, but her leadership is undermined at all stages, making her a paradim of wasted female talent IMHO.
The 'good' woman in Crouching Tiger Hidden Dragon (whose name I forget) runs her own security firm in mediaeval China, which is quite cool.
God, is it my brain that's at fault, or the film industry? Or perhaps I just don't watch enough chick flicks (barf).