Well, it isn't much, and it might be out of your genre, but The Barbed Coil by J.V. Jones has some amazing female characters, and the characters, despite the fact that it's a fantasy, are extremely believable. I'm only half way through it though, so...

OH, and the Thursday Next by Jasper Fforde books are pretty good, and female lead - having read a bunch of the English classics, you'll probably like them.

*shrug* should probably take the other recs over mine, but agreed with The Yellow Wallpaper, all the way. Hell,

http://www.library.csi.cuny.edu/dept/history/lavender/wallpaper.html

There ya go. Read ^^