I've read Piratica - which is great fun - and I'm currently reading Wolf Wing but as I've not read the others in the Wolf Tower series, I'm finding it a bit hard to get into.
I found The Silver Metal Lover very affecting, but it's been a long time since I read it, and I've wondered if it was really as good as I remembered it.
To those that have already been mentioned I would add:
Volkaaver is a good one-off, as are Kill the Dead and Mortal Suns.
All the Tales of the Flat Earth are favorites of mine, and The Wars of Vis is a wonderful series.
For something completely different, there's is The Lionwolf trilogy.
Her shorter fiction is almost always excellent and frequently ... surprising. For novellas, "The Castle of Dark," "Companions on the Road," and "The Winter Players." For short stories, all of the rewritten fairy tales in Red As Blood, or Tales from the Sisters Grimmer .
I was wondering one thing does Tanith Lee have female action heroes in her YA about female main characters ?
I would say that Piratica is an action hero(ine).
The Silver Metal Lover is my fave - stunningly good novel