From the ones I played:
FFII: Maria, for a big variety of reasons, including her name.
FFIV: Rydia. Hands down.
FFV: Faris. The true leader of this game (at least after Galuf has parted ways with us), because Bartz absolutely sucks.
FFVI: Terra. Celes and Relm don't stay too behind though.
FFVII: Yuffie. The others suck anyway.
FFVIII: Selphie. If it wasn't just party members, then it would be Fujin or Ellone, but they don't count.
FFIX: Freya. Eiko is close, Beatrix too.
FFX: Rikku. The others don't stay too behind.
FFX-2: Paine. Now Rikku and Yuna lose easily.
FFXII: Fran. No, not for fan-service, I really like her line of thought and interactions with everyone, especially Penelo. Speaking of which, she is second, close behind.
Now, from the ones I haven't played:
Stranger of Paradise: Honestly, I don't know. Perhaps Neon, but I don't really know Sophia well yet to state who do I like more.
FFIII: Refia. Not only is she the only female (not counting Aria), but she seems like a nice gal.
Before Crisis: Martial Arts (Female) (Juget). She's so me, personality wise.
FFXII Revenant Wings: I'm not aware of every playable character, but Fran is playable again, so I'm choosing her for now.
FFXIII: Lightning. Fang and Vanille close.
FFXIII-2: Well, Serah is the only female playable, so her, I guess.
Lightning Returns: Lightning. She is the only one playable.
FFXV: Aranea. She can be adquired as a fighter in the end, and appears sometimes in some battles and stuff. The main party is still just men. Iris doesn't stay too far. Insta-kill attack, GOOO!!!!!!
Tactics: Agrias.
Type-0: Sice. Grim reapers are my weakness.
World of Final Fantasy: Reynn. She is the only female playable after all, but I do like her, unlike Serah.
There's a Crystal Chronicles game, I think it's the My Life as a Darklord or something like that, which has a character named Mira or something like that as its protagonist. I don't know Crystal Chronicles that well, but she seems cool.
Any other game not mention eitheir I don't know it has female party members or it simply doesn't, like Dirge of Cerberus. Or I just don't really know the game.