My canon female Shepard is probably my favorite, since obviously I customized her appearance. I barely changed her since ME1. Although in ME3 faces look... strange when compared to ME2 mostly, but she looks good anyway, she has that "I'm a strong commanding woman, don't piss me off, but I can be your friend" feel to her, rather than "I'm a Barby girl from Dead or Alive pretending to be some sort of a commander".
As far as non-customized/pre-made ones are concerned, and in no particular order I'd say (just a few, since I'll obviously forget a bunch)...
º Zoey (L4D), just her appearance though, not quite her personality, she's... weird.
º Demon Hunter in D3, based on Blizzard's official portraits and drawings of her, mostly, since of course within the game itself we don't get to see her face much or in enough details.
º Liara T'Soni, yep (duh!).
º Leliana (DAO), especially from mods that try to mirror her "out-of-game canon" appearance, the one from the Ashes trailer, in which she looks way better than her default in-game appearance.
Similarly to my Shepard, a few games that allow players to customize their character's appearance is in my opinion giving (or has the potential to) some of the best results (of course I'm referring to recent-enough games here), for example:
º My canon female Warden in DA Origins.
º My canon female Hawk in DA II.
º My main female characters from various games such as MMORPGs with enough number of options for customization and of course good-looking graphics overall. Two decent examples I can think of by heart are RIFT and TERA.
Anyway, I know I'm forgetting a few right now. And... dare I say this? Yeah whatever, for nostalgia's sake, I will. Back during the mid 1990's... [big nerd moment coming] I was going nuts for Orchid from Killer Instinct (especially in KI1, she had less of an "impact" in KI2, for me anyway)... well not quite literally so but you get the point. She was the bomb of fighting games for quite some time I can recall that much (at the arcades that is).
/momentary embarrassment
Great, now I feel old, meh.