Have you tried Anne Bishop's Daughter of the Blood? It doesn't info-dump about the world in the first 50 pages-- you have to keep reading to figure out how it works-- but it's a matriarchal society in which the god-king figure is Satan. The female characters are strong, sometimes fucked-up, and the male characters are the same.
What about Jacqueline Carey's Kushiel's Dart? Sexy courtesan spy in an alternate-history Europe with a very detailed world. The first trilogy (Kushiel's Dart, Kushiel's Chosen, and Kushiel's Avatar) are great fun, the second trilogy has just as interesting characters but is a bit more formulaic, and the third and current trilogy is... best for die-hard readers.
Are you into urban fantasy-type stuff? Charlaine Harris' Southern Vampire books are what True Blood is based on, and Sookie is much more fun in print. Each book is 300 pages or less, there's ten of them, and they're great kill-an-afternoon books. Patricia Briggs' Mercy Thompson books (about a mechanic in the Tri-Cities who can turn into a coyote) are also pretty good, and Mercy is not a great fighter-- she gets her ass kicked but is usually more of the run-and-hide type.
These aren't quite in line with the authors mentioned, but you did want light and interesting female characters, and that's often what draws me into a series.