This is written in response to a particularly shallow article from The Escapist, so you might want to read it first to get an understanding of what this is a counterpoint to.
In the JRPG, you have girls like Colette(Tales of Symphonia); the helpless, magic-using, shy female protagonist who's there for little else but support and an easily accessible love interest.
In the WRPG, female protagonists tend to have something more of a spine, but attire consisting of chainmail swimwear and the like. If they're lucky.
The genre is full of these tropes, but there are exceptions.
Some RPGs(and games in general) do have female characters who go against this age-old trope. Here's a few of them, from both sides of the globe.
It also helps that most of them have a knack for fashion that wouldn't get them arrested in public.
Virginia Maxwell - Wild Arms 3
The protagonist of the first PS2 entry in the series. Wild Arms' western-esque RPG setting has always been a nice change from the norm, and 3's protagonist is no exception.
Virginia isn't afraid to take matters into her own hands when things go sour, or bust some caps in bad guys who have it coming.
Chris Lightfellow - Suikoden III
Notable for being a female knight who actually dresses like one. Chris is steadfast, loyal, and unwavering in her principles. Those who cross her get cut down, regardless of age or race.
Argilla - Digital Devil Saga 1 & 2
The Megami Tensei series is known for having unique female protagonists, and DDS is among the highlights. Though prone to emotional outbursts, Argilla won't stand for injustice, and will destroy and/or devour those unfortunate enough to get in her way.
(The controversial appearance of her devil form deserves a mention, but you can't really hold that against her.)
Faith - Mirror's Edge
Our first western representative, Mirror's Edge is a first person action/adventure parkour simulator of sorts. The protagonist, Faith, is a runner; couriers who carry dangerous and unwanted information in a society whre the government doesn't want people to know the truth.
Who needs magic or weapons? Faith is entirely capable of finishing the game using just her own two hands.
Jade - Beyond Good and Evil
Although I've never played the game in its entirety, I'd be remiss if I didn't give Jade a mention. From what I've played of it, Jade is somewhat like Mirror Edge's Faith. A reporter intent on uncovering the truth that those in power don't want revealed.
Dreamfall - The Longest Journey
Zoë and April Ryan are both such interesting protagonists that they both get a mention. The fact that they're both from a modern setting sets them apart, as it's a woefully underused time frame in RPGs. April was introduced in Dreamfall's precursor, The Longest Journey, while Zoë is tasked with finding April in the sequel, guided by only four words: "Find her. Save her."
I'm certain I could think of many others, but these are among the key examples which show that there's more to female protagonists than casting spells, being subject to ridiculous outfits, and acting as love interests.