Since I haven't seen anything like this anywhere else, let's create a list of video games which have the main character (the hero, the protagonist) as a female. There's not too many games that star a woman or girl as the primary character, so it will be interesting to see how many titles we can think of for this.
Don't Count
-Games where you just select a gender
-Games where you create the main character (à la pen-and-paper RPGs)
-Games where a female character is important to the story but is not the main character
-Games where female(s) are just one of many selectable, playable characters
-Games where the character is mainly there to be ogled
-Games where a female character is just an unlockable
-Movie/television/celebrity/other tie-in games, character-based cash-in games (Hello Kitty, etc.): this one is to keep the list from getting too long with "obvious" names and those games which don't star heroines which are truly video games champions in nature
Do Count
-Games where a woman is clearly the main character
-Games where she is more important than the other characters
-Games where the story is about her or centered about her
-Games where she is undoubtably the hero, the champion, and is irreplaceable
This list is not a list of playable female characters, but of female lead characters who are either the only playable character in their games, or the predominant character who is clearly the lead.
Please follow this format with your suggestions:
Console system
Game name (Note) [Character name]
===The List (last updated 2011-02-23):===
Arcade
Ms. Pac-Man [Ms. Pac-Man]
NES
Arkista's Ring [Christine]
Guardian Legend, The [The Guardian]
Legend of the Ghost Lion [Maria]
Metroid [Samus Aran]
Amiga
Great Giana Sisters, The [Giana]
Sega Master System
Phantasy Star [Alis Landale]
Sega Genesis/Mega Drive
Alisia Dragoon [Alisia]
Anetto Futatabi [Annet Myer]
Dahna: Megami Tanjō (Japan-only) [Dahna]
El Viento [Annet Myer]
Sega Game Gear
Lunar: Walking School (Japan-only) [Ellie]
SEGA CD
Popful Mail [Mail]
Time Gal [Reika Kirishima]
Super NES
Donkey Kong Country 3: Dixie Kong's Double Trouble [Dixie Kong]
Kendo Rage [Josephine]
Final Fantasy VI (FFIII) [Terra]
Philips CD-i
Zelda's Adventure [Princess Zelda]
GameBoy Color
Shantae [Shantae]
Sega Saturn
Enemy Zero [Laura Lewis]
Magic Knight Rayearth [Hikaru]
Magic School Lunar! (Japan-only) [Ellie]
PlayStation
Clock Tower [Jennifer Simpson]
Clock Tower II: The Struggle Within [Alyssa Hale]
D [Laura Harris]
Dino Crisis [Regina]
Dino Crisis 2 [Regina]
Fear Effect [Hana]
Fear Effect 2: Retro Helix [Hana]
Misadventures of Tron Bonne, The [Tron Bonne]
Parasite Eve [Aya Brea]
Parasite Eve II [Aya Brea]
Rhapsody: A Musical Adventure [Cornet]
Tomb Raider [Laura Croft]
Nintendo 64
Perfect Dark [Joanna Dark]
Dreamcast
D2 [Laura Parton]
Space Channel 5 [Ulala]
Space Channel 5 Part 2 [Ulala]
Game Boy Advance
Lady Sia [Sia]
Scurge: Hive [Jenosa Arma]
Yggdra Union: We'll Never Fight Alone [Yggdra Yuril Artwaltz]
PlayStation 2
Clock Tower 3 [Alyssa Hamilton]
Final Fantasy X-2 [Yuna]
Haunting Ground [Fiona Belli]
Nightshade (Kunoichi) [Hibana]
Oni [Konoko]
Phantom Brave (also on Wii, subtitled "We Meet Again") [Marona]
Rule of Rose [Jennifer]
Silent Hill 3 [Heather Mason]
GameCube
Beyond Good and Evil [Jade]
P.N.03 [Vanessa Z. Schneider]
Nintendo DS
Castlevania: Order of Ecclesia [Shanoa]
Giana Sisters DS [Giana]
Super Princess Peach [Princess Peach Toadstool]
XBOX 360
Mirror's Edge [Faith Connors]
Perfect Dark Zero [Joanna Dark]
Wii
Metroid: Other M [Samus Aran]
Nintendo DSi
Shantae: Risky's Revenge [Shantae]
PlayStation 3
Final Fantasy XIII [Lightning]
PC
Portal [Chell]