Venturebeat.com has an interesting little article and gallery about female video game characters.
The writer, Samir Torres, states that game company Naughty Dog refused to make the male lead of the game Last of Us the focal point of the box art. Instead they featured the female lead.
This got Samir to look at some of his favorite games and found numerous that have a prominent female character, sometimes a lead others not, that did not have a hint of the female on the front cover.
Check it out here pretty interesting read.