I own several albums by female artists, but I'd be much better at amassing a list of individual songs by women I admire than full albums. I love select songs by Nico, Marianne Faithful, Kate Bush and Joni Mitchell, but can' t list albums of theirs in good conscience, as I only have singles collections.
I'll try not listing bands with female lead singers (e.g., The Cranberries/Alvvays/Camera Obscura), even though it would make things easier.
Off the top of my head (one album per artist):
Linda Ronstadt -- Silk Purse (HM: Heart Like a Wheel)
Sinead O'Connor -- I Do Not Want What I Haven't Got (disregard what I said about no longer listening to this album in the 90s thread; it still ranks highly in my "albums by women" collection)
Amy Winehouse -- Back to Black (don't listen to this anymore)
Sia -- 1000 Forms of Fear (I only recently discovered her. Normally, I avoid this kind of singing like the f***ing plague, but I love her. Her performance on Letterman in 2008, along with Dave's before and after reaction, is priceless. Sia's avatar-like performance art relationship with dancer Maddie Ziegler is unique, too.)
The Ronettes -- Presenting the Fabulous Ronettes featuring Veronica
Lights (ep)
One 2 One -- Forward Your Emotions (male/female duo, so it's a stretch)
Maybe? Lady Gaga -- The Fame (maybe?!) -- don't listen to this anymore
Alanis Morissette -- Jagged Little Pill (can't listen to this album anymore, but enjoyed it when first released)
'Til Tuesday -- Voices Carry (breaking my own "no front women" rule, but this was Aimee Mann's band)
This was hard. Some long shots on here.
I've got shit to do. No more lists tonight, Wrigley. Go to bed.