Sorry Steven - I've had a migraine, and missed this.
I liked Elektra, and I LOVED the Tomb Raider movies. Lara Croft is definitely a good "superhero". She's gorgeous, sexy, smart, and can totally kick butt!!!
I think there are other female superheroes, too that are no shrinking violets:
Jean Grey AKA Phoenix
Linda Hamilton from the Terminator movies
Ridley from the Alien movies
Whistler's daughter in Blade Trinity
When my head isn't about to explode, I'll think of some more.