I'm glad you asked because I've stumbled onto some good ones lately.
One of my favorite is Juliet Marillier's Sevenwaters series. I think I remember them all, or at least most of them, being about female protagonists from the same family. Each book is the next generation of the same family starting with Daughter of the Forest (book 1). At least one girl in each generation inherits a talent that is passed down from a fey ancestor (a fairy or elf, I forget which, who marries a human king) and each book is built around troubles that can wipe out a whole clan or tribe of people, sometimes human, sometimes fey. The young woman uses her talent to solve the problem and save the people. They can get very intricate and full of suspense and action.
Another delightful book is The Mermaid's Sister by Carrie Ann Noble. It is a stand-alone book written for NaNoWriteMo, and is surprisingly good for a quick product. It starts off a little light but builds into some really good action with a surprise ending.
I think the Hunger Games series by Suzanne Collins borders between fantasy and dystopia, but Katniss is a real protagonist. If you haven't read the books, but have seen the movies, I recommend reading the books because there are so many nuances they can't put into the movies. However the special effects in the movies are better than those in my imagination.
Terry Brooks also has some female protagonists in his Shannara series. Some of the books feature males and some feature females, like the Elf Queen. There are between 16 and 20 books in the series and I recommend the whole series.
If I think of any more, I'll list them, too. Hope this helps.