#1 Alyx Vance, Half-life 2: I mean seriously, Gordon would have no idea what he was doing without her leading the way, she’s always there before you get there and she was written very realistically as being brave to a fault.
#2 Elizabeth, Bioshock Infinite: Elizabeth is the character of Bioshock Infinite, not Booker. I really can’t get into why I think she is so deep and well-designed without spoiling a lot.
#3 Etna, Disgaea series: Hilarious little girl with a foul mouth and a bad attitude toward everything. Great voice acting and dialog reveal how much thought was put into making her rude, but likable.
My least favorite female character is Sophia Lamb, Bioshock 2: She was shoehorned into the story without any mention of the character in Bioshock (even though she is apparently a major politician who knew Fontain). Just a general communist staw-man antagonist with some tacked on “maternal instincts” for flavor; not very complex or well written.