This isn't a comprehensive list (though if I've left off a major character from a mentioned work, there's likely a reason, but I'm not really looking to get into it here). This list is skewed towards more recent works, because I haven't exactly kept a running list of "great women in fiction" over my life and my memory is sketchy. I don't always agree with these characters. But most of them are the sort of woman I want to grow up to be and/or have fallen in love with, in some fashion or another.
Reinette, Doctor Who (modern Series Two). Strong and assertive. She knows what she wants and doesn't hesitate to go for it; she has a lot of disappointment in her life, but she doesn't let it rule her.
Liz Ten, Doctor Who, (modern Series Five). I don't want to say much about her because not many have seen her yet, but she's pretty damn amazing ... except where she's all too human.
Mary Ahrens, The Doomsday Book. It's hard to put my finger on why she comes to mind, but I do really like her. She's warm and sympathetic, giving the appearance of a retiring older Englishwoman, but the moment she's called on to be a doctor, she switches effortlessly into the role. She's supremely dedicated to her responsibilities.
Significant/Recurring Characters: (in vaguely ascending order)
Gwen Cooper, Torchwood: Children of Earth. Yes, I know Gwen is in the entire Torchwood series, but CoE was what took her from someone I actively disliked to someone I found pretty amazing. She's the muscle and the action hero, with Rhys her willing and supportive sidekick; her prior behavior towards Rhys is nowhere in evidence, and she's to all appearances treating the man she's committed herself to with respect. For a while the burden of saving Earth is on her shoulders alone, and she stands tall.
Toshiko Sato, Torchwood. Oh, poor Tosh. She's a brilliant geek with a pretty tragic love life, whether that's pining after Owen or being seduced by an alien or pining after a time-shifted soldier. She fights for her family, whether that's her mother or her Torchwood colleagues.
Kaylee Frye, Firefly. She's mechanically gifted, but she appreciates frilly things sometimes. Just because she's a mechanic doesn't mean she's a fighter; she very much isn't. She'd rather enjoy good food than maintain a model's appearance. She is sunny and innocent, yet she's sexually quite liberated. I really enjoy the variety of aspects to her; she isn't some one-dimensional construct but a complex, realistic woman.
Willow Rosenberg, Buffy the Vampire Slayer. She's the brainy one, she's shy and sweet, and she gets things done. She's certainly flawed, but she was definitely the one character I felt closest to, especially in the early seasons.
Winry Rockbell, Fullmetal Alchemist. (Note: I've only seen the first series and the movie; I haven't seen "Brotherhood" yet.) She's a tech-head and supremely confident ... but she has a humble side. I don't love the anime convention that makes her physically abusive ... but that is used only for the anime trope, as far as I can tell, and doesn't really carry over into her relationships. She's dedicated to her functional family, which includes the Elric brothers.
Sam Carter, Stargate: SG-1 and SGA. Strong, brilliant, and no-nonsense, excelling in two different men-dominated fields. She's generally better than they are; she has to be.
Kivrin Engle, The Doomsday Book. She knows her sex and appearance work against her, and she doesn't care. She goes full-bore for her dreams regardless. She thinks on her feet, and she doesn't ever stop fighting for what matters to her.
Teyla Emmagan, Stargate: Atlantis. The franchise does women few favors, yet Teyla is impressive despite that. Canon is a bit thin for her, especially considering that she's a leading character for the entire series, but she's pretty amazing. She's the leader of her people, an important ally and liaison for the expedition, a fierce fighter, and yet also the emotional core of the team. She doesn't allow herself to be defined as only the muscle, seeing the value in learning the Earthers' computer systems and later making use of that knowledge. She taps into the aspects she least values about herself (her connection to the Wraith) and makes them work for her.
Martha Jones, Doctor Who (modern Series Three, cameos modern Series Four). Poor Martha just couldn't win. On the meta side, she followed the character who established the role for the new series; in-show, she followed The Woman Who Helped the Doctor Love Again. She was her own woman, on track to become a fully accredited doctor, yet she wanted to see the universe and persisted through the Doctor's ambivalence. She put up with a variety of debasing situations and just became stronger. She had a bit of a crush on the Doctor, but she saw clearly enough that the situation was toxic and got herself out; she never treated Rose as a rival, but was happy for the Doctor when she learned he had found her again. She wasn't just the Doctor's companion; she was very much herself.
Harriet Jones, Doctor Who (modern Series One through Four (recurring)). From a quiet back-bencher to a steel-core Prime Minister, Harriet did what she thought was necessary to protect Earth, even when that put her at odds with the Doctor. We can discuss forever whether she was right or wrong to strike at the retreating Sycorax, but she made a difficult decision for a specific reason. Even forced out of her position, she didn't lay down her responsibility to defend the Earth.
Helen Magnus, Sanctuary. I have major issues with the show, but Helen Magnus is one of the few saving graces for me. She is fierce and determined, with very specific views and opinions. She takes charge effortlessly. She longs for John and what they once had, but she doesn't let that cloud her determination to do what she must, even — especially — against him.
Zoe Washburne, Firefly. Zoe is a soldier and the ship's second-in-command. This is never in question. She's not hesitant to call Mal on his bullshit, but she won't undermine his authority. She loves and is loved, maintaining a mostly happy marriage (but one that has realistic problems).
Laura Roslin, Battlestar Galactica 2003. From a quiet low-level Cabinet member to a steel-core President ... hey, this sounds familiar. She went from meek and unassuming to a terrifying BAMF, power releasing a monster within — but always with the goal of defending humanity. As a constituent, I'd probably want to see her brought up on war-crimes and corruption charges; as a character, she floors me. She doesn't need to be a man to be powerful (or corrupt); she doesn't need to be youthful to have serious sexual chemistry.
Sarah Jane Smith, Doctor Who (classic series; modern Series Two and Four recurring) and Sarah Jane Adventures. This listing is more for the modern series than for classic DW, but even there she was pretty cool. In the more modern series, she's simply amazing. She waited for the Doctor for years, but she eventually realized she had to live her own life, and she's certainly making up for any lost time. She's her own Doctor now, saving Earth and taking names. She's an adoptive mother on short notice, but she's a fierce one. She usually makes the right choices, but she's sometimes tempted and she sometimes chooses what she wants rather than what she knows she should; she's human. She's another woman who doesn't need to be youthful to have sexual chemistry, too, and I'd like to see her with more romances (though it's also refreshing to see someone who doesn't seem to need that).
Donna Noble, Doctor Who (modern Series Four, with cameos in Series Two and ... Series 4.5?). How amazing is Donna? She's not a teen, like Rose or Amy, nor in her mid-20s like Martha. She's no twig. She's not meek. She is loud and abrasive, yet compassionate. She says no when the Doctor asks her along, because he's pretty damn terrifying ... but she tries traveling herself, and when that's not enough she starts being as close to the Doctor herself as she can, both looking for him and making her own way. Once she's tracked him down, she sticks to him, and she never lets him pull the superiority card on her. She's along not because the Doctor is cute or sexy, but because she's discovered she wants the life he leads. It took being shaken out of her humdrum life by the bizarre for her to shake off her resignation to her small life and her belief in her mother's criticisms, but she wants to be amazing — and she absolutely is.
How's that for a bunch of amazing women?