I've never completed the following game, so correct me if I am wrong but... Parasite Eve.
Also, pretty much every metroid game... I still haven't played the FPS metroids, but all the sidescrolling metroid games have females as the main antagonist. mother brain, metroid queen, etc.
Mega Man Legends 2 had Sera as the final boss. She tries to destroy the human race because she's jealous that Mega Man was favored by the creator of the planet... I think. If I understood the story. Mega Man lost his memory at some point so he doesn't understand the story either.
Technically, I would say that James Sunderland, the protagonist of Silent Hill 2, is also the primary antagonist of that game. However, the final boss of that game is the manifestation of his wife's pain... so... final boss is female. Some people might say Mary is the main villain. *shrug*
In the original Silent Hill, primary antagonist is Dahlia and the final boss is either a female or a goat headed hermaphrodite...
In Silent Hill 3, I would claim that Claudia is the primary antagonist and the final boss is... female? Has a female face...