The most recent Prince of Persia is, in my estimation, fun, not too hard to get a hold of, and has two excellently written main characters, with the female co-lead being a pretty strong female character. And it doesn't hurt that their romance is expertly written and totally believable. Just make sure she goes through all of the optional dialog.

Looking a bit farther into the past (like 10 years), The Longest Journey (linked below in case you haven't heard of it - can we embed urls on this board?) has a female lead who's pretty awesome and some pretty good writing and strong characters. The setting is superb, too. The drawbacks are that it's about ten years old, an adventure game complete with ridiculous illogical puzzles at times, and, despite my love of it, I somehow could never bring myself to get more than four or five hours into the game. Also, you'll have to find it. I think it's on GoG though?