If you don't mind some older shows, 'Remington Steele' with Stephanie Zimbalist and Pierce Brosnan has held up well, over the years. Debra Messing is starting a new show on NBC in September, called 'The Mysteries of Laura,' which sounds interesting.
Try Scott & Bailey - two women as the main characters!
Prime Suspect
Above Suspicion
UK's Prime Suspect/Vera
USA- Castle/Cold Case
Criminal minds is really good and there is a team and they are all main characters and two of them are women
What's a good crime mystery show with a woman as the main character