Barbara Hambly almost always has a strong female character (albeit one who usually falls in love with a much older and more worldly man). The Darwath Trilogy (Time of the Dark, Walls of Air, Armies of Daylight, and then Mother of Winter and Icefalcon's Quest) and the Windrose Chronicles (The Silent Tower, The Silicon Mage, Dog Wizard, and Stranger at the Wedding) are both extremely good.
Tad Williams is another personal favorite, with Memory, Sorrow, and Thorn (The Dragonbone Chair, The Stone of Farewell, and To Green Angel Tower Pts. I and II). If you want a more starter-level story, Tailchaser's Song is self-contained and can be summarized as "Watership Down with cats and evil deities."