All the games I have on Steam with a female protagonist (that involve combat), rated by how cool their weapon is.
'Combat' is a very loosely defined term here, as is 'protagonist'. 'Female' would be too, but it never really came up. That said, characters must have a name to be considered.
If I missed any game in my library that you know I own and yet didn't include, then let me know, I suppose.
Alice: Madness Returns
Alice has a knife (good start), a pepper mill / Gatling gun, a hobby horse, and a teapot that fires blobs of hot tea.. Pretty nice selection, honestly. Of course, all of these only exist in Wonderland; in plain old London she has only her ability to shove people. This is sometimes effective though. 8/10 - points deducted for not existing.
Before people ask; the first American McGee's Alice is not on Steam for some reason. It does not count for this list.
Dreamfall: The Longest Journey
This is the only game in the The Longer Journey / Dreamfall series that involves combat, and if you've played Dreamfall: The Longest Journey, you'll understand why.
April fights with a staff. Not the fanciest of weapons, but it does the job. She can beat people with it, she can block with it. Really, that's the minimum a weapon needs to do. 3/10 - it's a stick
Zoe is a kickboxer, so I guess her weapon is her whole body. I'm going to just consider it to be her fighting skills though; rating all the female characters by their body is a different type of list entirely and not one I really jive with. 5/10 - she mostly does short jabs but gets some sweet kicks in there too.
Kian uses a sword, but he is male and doesn't count.
Kena: Bridge of Spirits
Kena also uses a staff, but hers is a lot cooler. For one thing, it's got a big blue crystal on the top, that's neat. Second, it's more than just a wooden pole. It's a bow, it shoots energy blasts out the top, it's pretty sweet. She can also summon bombs, but they're mostly used to make objects levitate. 9/10
Left 4 Dead / Left 4 Dead 2
Neither of the two female protagonists (Zoey and Rochelle) have any weapons unique to them, but there's a wide variety of guns to use. None of them really stand out as especially cool to me, though I am fond of the classic Zombie-killing shotguns, or the classic Everyone-killing grenade launcher. 4/10 for guns.
Does Phantasmagoria have combat? No, not really. But you can throw drain cleaner into a rapist's face, and I can't hate that. 10/10 - burn, burn his face
Portal / Portal 2
Chell's only weapons are her wits, her unbreakable spirit, and a machine that opens spatial distortions. So in the context of the game then she's a formidable foe. If she happens to be in a situation where her opponent does not have any rockets, bombs, lasers or tall pits in the area for her to actually use against them, then she's kind of at a loss. 9/10 for the idea but 1/10 for lack of any real offensive abilities.
Raft
Like Left 4 Dead, there are no weapons specific to the female characters here. And the weapons aren't as cool in general; some spears, some swords, a bow that feels really slow somehow. And while the swords do more damage than the spears, they're actually slower to use and often less practical. Very strange. 2/10, honestly.
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We're playing Raft as a family, and this area is my little spot on the Family Raft - it's not quite done yet, but my kid described it as suiting my personality. It's full of plants, books, and things to do art with.
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