It always depends on the quality of the writing unfortunately. I have many favorite X-women but their 15 minutes burn out much too fast because of poor writing.
Psylocke is a favorite but hadn't been written well in DECADES - now with Uncanny X-Force someone is finally treating her right.
Marrow was a favorite when she was introduced in the 90's and when her and Cecelia became X-women with Iceman in Operation: Zero Tolerance. To date, that is still my favorite storyline in the entire X-Men's history.
Blink was EPIC in AoA but has been pretty much crap on Exiles and is now in limbo?
Dust, Mercury, Wallflower (RIP), and Surge were/are all favorites, because of the strong writing throughout the entire New X-Men run.
X-23 thankfully has been treated tremendously well and I never EVER thought I'd say it but I absolutely love a Wolverine-clone. I think out of every female x-character, she has had the most success over the past decade (along with Emma Frost). Since her comic introduction in NYX and then her first 6-issue origins series, she's had strong writers and strong story lines (besides the crap that was Claremonts Uncanny she was in for a bit). Her inclusion in New X-Men was brilliant as well. And now she's had a strong ongoing series thus far.
As mentioned, Emma is the only other X-woman that gets the appreciation she so deserves. First Grant Morrison, then Joss Whedon, and now she's become an iconic staple of the X-Men, having more character development in the last decade than any other female and perhaps any well-established X-character at all.
Kitty, Storm, Rogue, Polaris, The Scarlet Witch, Phoenix, Marvel Girl, Mystique, Husk, Jubilee, and many more have had very fluctuating characters/stories recently. And many of them aren't even around right now, and the ones that are aren't being written well, or enough.
#Endrant
. I'm pretty fond of most of the female X-members. If I had to pick a second favorite it might be either Rogue or Jubilee. 
