There are quite a few games which feature strong female protagonists;
Mirror's Edge is probably the one that comes quickest to mind...
With Half Life 2 right behind that.
Mass Effect also had good female characters; I mean, if you were a guy, you could eventually have sex with one of the two, but I never saw them as shallow in that sense; actually, Ashley Williams' story was pretty well done, and I always felt like she, as a human female, was done right. I don't know how to classify Liara.
Mona Sax is a wonderful female protagonist. Max Payne's equal, and she saved his ass tons of times.
Samus? To be honest, I don't care if she's got a great body under that Power Suit, but she kicks serious ass and has an awesome set of armor.
Point is, there are quite a few female characters that just fit right, so your mind passes right over them. As soon as you get a Laura Croft or Ivy or anything from Dead or Alive, you notice it, because it's outrageous. Alyx or Faith, well, it's just natural for them.