I'm trying to think of the best example from the FF series. There have been a lot of great female characters--Rydia, Faris, Celes, Rikku (X only), Ashe come to mind--but I don't know if any of them were particularly great role models. I guess I would go with Rydia since she had a complete arc of being a 'damsel' (in a sense) needing saving to the one doing the saving.