To be honest by "good" I just mean mean as interesting or more interesting than their male counterparts. It's not even exclusive to video games, most female characters in all forms of media are kind of lame. But Lightning and Ashe are indeed a couple of my favourites. Fang and Vanille had kind of a cool thing going in XIII as well.
--
http://soundcloud.com/thundersheep/lunatic-asylum
http://soundcloud.com/thundersheep/summer-rain