I am limiting myself to three, otherwise I'll go completely overboard. Also sticking to fictional women, since I don't really get into MMA or boxing or such.
Artemis has always been a particular favorite of mine. Greek goddess of the hunt, wilderness, and virginity. In one of the stories, she turns a guy into a stag, and his own hounds kill him. Also? Kickass archer.
Alanna of Trebond is one of my favorite fictional characters ever. She disguises herself as a boy to undergo training as a page, then squire, and eventually becomes a knight. She's better at sword fighting than most of her peers (and therefore, most of the kingdom), and she's Gifted magically as well. (apparently, she's a minor character in three other series, and eventually has children, but I haven't read any of those.)
Another favorite of mine: Arya Stark. Okay, she doesn't qualify as "woman" quite yet, but she's scrappy, fearless, clever, and just plain awesome.
