I am a big fan of the No One Lives Forever brace of games. They are quite old now but the second one in the series is an impressive piece of work. Both games are really funny and quite long. The Russian levels (early on) in NOLF 2 can be a real hassle to get through but other levels make up for that. I didn't have success trying the stealth style of game play in NOLF 2 but others might have made that work. --- King David, my hero.
Not mentioned yet: X-Blades and its sequel Blades of Time Mercenaries 2: World in Flames N-3 Rumble Roses XX X-Men Destiny Final Fantasy XIII-2
I list games from my own collections and plenty of playable females on PS2: 7 Blades Aeon Flux Clock Tower 3 Coraline Crouching Tiger,Hidden Dragon Forbidden Siren 1 & 2 Enter the Matrix Haunting Grounds Kya Dark Lineage Maken Shao Nightshade AKA Kunoichi Obscure I & II Primal Project Zero 1-3 AKA Fatal Frame 1-3 Red Ninja The Red Star Rogue Ops Rumble Roses Tenchu: Fatal Shadows Zombie Hunters AKA Onechanbara series (there's two for Xbox 360 too)
On other systems, for example: Panzer Dragoon Orta Jet Set Radio AKA Jet Grind Radio and its sequel Darkened Skye Dynamite Cop Danger Girl Keio Flying Squadron 1 & 2 Mischief Makers Alisia Dragoon Burning Force Cutie Suzuki's Ringside Angel Perfect Dark Gungage
...and so forth --- My blog about gaming then and now: tothelostplanet.blogspot.com My art blog: mustbeart.blogspot.com
The only thing I can think of that (I don't think) anyone else has said is Summoner 2. It's not half bad. I also saw Septerra Core mentioned and feel like it needs to be seconded. --- Not changing this line until I decide I want to! (12/20/12)