Metroid, easily. Because for most of the games, the gender wasnt even that much of a factor. No one cared, it wasnt a big deal. They didnt make it a novelty or gimmick to be used to broaden the target audience or exploit sex selling. Which I spose doesnt really address the original question about how its different then a male lead....but thats my point, too many games with female leads do it for gimmicky reasons to shift more units off the shelves and into our homes =(
Also, since I didnt finish the first games, I retract these comments if the games contradict me further in then I got.