Chun Li was my first enthrallment by a game girl when I was a young boy. In the presex days, only speed, power, and grace were visible to me. Not complaining about the doujinshi, but that was later.
Cue the teen fantasy era. Chun Li may have the place in my heard but Mai Shiranui and her two large friends had a place somewhere else. Can't say I liked her as a person. Same for Morrigan, Felicia, Lilith, Fei Lin (Fighters History, 30 Old School Points if you heard of that one), Sonya Blade, and eventually Samus Aran when they finally...fleshed out her graphics.
I guess my current favorite is Ashe from FF12. She's strong, intelligent, and actually beautiful--not that "betcha wanna run my energy bar to zero so you can have your way with me" beautiful like the girls in the top paragraph. Then again, that's not why she's on my radar.
I was fighting Fenrir (I think), a horrible beast with 3 million HP. It wasn't going well. He was half dead, we were mostly dead. It was time to switch a dead party member out for a live one. Out comes Ashe, regal, mighty, and brandishing a giant blade with both hands. Her blade combo-struck the dragon's hide for massive damage. There was no battle cry, no inspiring speech programmed into the game but the others in the party seemed to respond. Everyone snapped into shape. People revived and healed. Under Ashe's leadership the day was won.
So, way to go, Ashe. (I'm still not complaining about all the doujinshi.)