I've tried to pattern my own female protagonist a little after Sydney Bristow from Alias because she's one of the few female heroes who has a vulnerable, feminine side and makes no apologies for showing it. (Part of this goes back to a discussion Diana Botsford, Christopher Paul Carey, and I had on the SHU boards this past semester.)
She knows she is just as beautiful in sweats with a ponytail as she is in evening wear and full make-up. She can kick ass better than most men but still cry without shame when she's hurt emotionally. And, she can be deceptive yet still loyal to friends and family.
The biggest flaw I see in Sydney and in many of my own characters? She's no fun. Is that how a hero has to be?