I can't think of many that I've read but I love the His Dark Materials series. Lyra is a great character. I am really looking forward to The Book of Dust.
The Abhorsen books. I preferred Sabriel but Lireal was cool as well.
I'm going to deviate from the norm and say the 'Crystal Singer' trilogy by Anne McCaffrey - Killashandra Ree being the protagonist.
I loved her dedication of bettering herself, to pursue her chosen profession doggedly, and to risk everything in an attempt to find success.
Anything by Tamora Pierce in the Tortall universe. The Song of the Lioness quartet is first and shows it as Pierce takes some time to get her style figured out but by the second quartet (Wild Magic series) she's really hit her stride.
Each quartet, the pair and the trilogy can be read in any order without much problem but they all make little call outs to each other which carry better if you've read them in order.
Song of the Lioness (4)
Wild Magic (4)
Protector of the Small (4)
Trickster's Choice (2)
Bekka Cooper (3)
Anita Blake series. At least until it turned into porn...
Any Julliet Marillier books are wonderful. Mists of Avalon and most of Bradley's catalogue is great. Also, Jacqueline Carey's Kushel's Legacy series is excellent.
I look forward to trying Mistborn next.
Arha/ Tenar in *The Tombs of Atuan*.
Daughter of the Empire/ Servant of the Empire/ Mistress of the Empire by Raymond E Feist and Janny Wurts (apparently really Janny Wurts and Raymond E Feist if we're going by who did the most work)
Someone's already said Mistborn, so i'll add the rest of Brandon sanderson's books with awesome lead female protagonists
Shai from **The Emperor's Soul, by Brandon Sanderson** and
Silence Montane from **Shadows for Silence in the Forests of Hell, by Brandon Sanderson**
Hop over to r/fantasy and explore there also.
The Dragon Prince series by Melanie Rawn is my favorite combo of ladies, dragons, and magic.
I really loved the Starwars books Bloodline, and Lost Stars. If you haven't read a Starwars and you like Starwars, and or good si-fi in general please do yourself a favor and pick one up! Also I'm not sure if they are fantasy, but you know...
I love Mercedes Lackey's Valdemar universe. Lots of trilogies and series within that...I started with the Arrows of the Queen trilogy when I was a kid and found them at the library. Not all the series have female protagonists but many do. I highly recommend pulling up a reading list for her online to see what goes with what. :-)
The Witcher-novels have (arguably) a female protagonist. So, those.
You might like The Iron Dragon's Daughter, it has a lady protagonist, dragons and magic.
I'm not sure what I'd say my favourite is, so I'll cop out and give a top five. TIDD, The Scar, Slaves of the Mastery, The Fifth Season, Lavinia.
Broken Earth series (The Fifth Season and The Obelisk Gate) by NK Jemisin
Sisters of the Raven by Barbra Hambly - the main premise of the book is that women suddenly gain the ability to work magic, and it's a great story! If you're interested in a darker tone (like more bloody/lots of battles) then the Mirror Empire by Kameron Hurley is excellent and two of the three POV characters are magic-wielding women.
*Mistborn: The Hero of Ages* by Brandon Sanderson
I've only read one: Mistborn. I'm not actually done with it, but its good so far
Ladies and dragons? You want Pern. No magic, because it's technically SF, but still. Start with the original trilogy (*Dragonflight*, *Dragonquest*, and *The White Dragon* - male protagonist for that last one, but still, lots of strong female characters), but make sure to also read the Harper Hall trilogy (*Dragonsong*, *Dragonsinger*, *Dragondrums* - again, male lead for the third).
No dragons, but N.K. Jemisin's *Inheritance* and *Broken Earth* trilogies are great.
Urban fantasy? Try Seanan McGuire's *October Daye* series. No dragons yet, but strong ladies and tons of magic.
Naomi Novik's *Uprooted* has a dragon, but it's the name of a wizard, not an actual fire-breathing beast. Great story, lots of magic, wonderful female lead.
Got to love some good ol' fashion era 1 Mistborn
Debatable whether she counts as the lead since it's an ensemble cast but The Liveship Traders trilogy by Robin Hobb matches up to your "Anything with ladies and dragons and magic" description pretty well.
Althea Vestrit is probably the closest to a main character and I'd say atleast 60%+ of the viewpoint and major characters are female. Maybe more.
It's a part of Hobb's larger Realm of the Elderlings setting but Liveships works fine on it's own. Though I would recommend the entire series. Even the male led books introduce some excellent female characters.
I recently read Travel Light by Naomi Mitchison and was entranced by its fairytale style. It has magic and dragons and focuses on a single young lady, so you might like it too.
Gotta go Elemental Trilogy. More of a young-teen series by Sherry Thomas but it launched my interest in reading so it holds a special place in my heart.