I noticed someone mentioned Elizabeth Moon - if you want good female 'leads', her two sci-fi series (Vatta's War and Serrano Legacy) are both worth a read. Vatta's War series is earlier and isn't as polished, but both worth the time to read.
Her fantasy work (the Deed of Paksenarrion) is also excellent
The Deed of Paksenarrion - Wikipedia, the free encyclopedia