I love Hanna. I really do. Saoirse Ronan as a teenage assassin who has been raised in isolation and trained (thoroughly) to defeat anyone who comes for her? Cate Blanchett in sinister mode as the shadowy government figure who wants to capture her? That final showdown in the abandoned theme park? This movie is perfection.
Uma Thurman, aka The Bride, aka Black Mamba, aka Beatrix Kiddo. She's got a list of people to kill and none of them are going to go down without a fight, preferably a knock-down, drag-out fight, possibly with swords. She roars, she rampages, and she gets bloody satisfaction.
This one may be debatable - not because Linda Hamilton's Sarah Connor isn't awesome, but because this is maybe stretching the definition of "female-led." Hamilton is second-billed after Arnold Schwarzenegger and arguably John Connor is the film's protagonist, but John Connor sucks and Sarah Connor is awesome and a list of action movies starring women wouldn't feel complete without this one.
Again, this one is open to debate about the degree to which the female lead is the film's lead. It's called Mad Max, after all, but is it not Furiosa's story? The narrative is driven by her choice to take action (by assisting in the escape of Immortan Joe's sex slaves) and the film's emotional roots are in her past and her experiences, rather than those of Max. Plus, she kills the bad guy and gets to do lots of kick ass stuff.
Nothing beats Ripley. Not a damn thing.