Geena Davis in The Long Kiss Goodnight. So badass when she reverted to her real assassin character and yet she saved her family. That immortal line when her daughter was hurt, "life is pain!".
I loved Sandra Bullock in Speed. The film focuses on Keanu Reeves doing heroic stuff but no matter what happens, even when she runs out of road and has to make a jump for it, she just keeps driving that damn bus.
Oh and I love Ripley in the Alien films too!