Lady in Devil may Cry 3. She really wasn't a sidekick at first, but she does help you at the end credits, and give you a bad-ass Rocket-launcher. And, she actually wore almost enough clothes. Now, DMC4, not so much.
Sheena, from Tales of Symphonia (as has been said). Even though she had a huge and semi-exposed... bust... she still kicked much ass. And could summon. Which is cool.
Rachel, from Ninja Gaiden Sigma. Specifically, only Sigma. Underdressed, yes, however, in Sigma, since you can control her for certain levels, she kicks that much more ass. Without those stages, she falls to the "Throw off of bridge" level.
Angie Thompson in Trauma Center. She's a nurse and she has a uniform, and therefore will never of fall prey to the "Under-dressed" stigma, and she slaps some sense into Derek early in the game.
