If you're looking for an extremely kick-ass female vocalist, sit back and relax because I have found her for you.
PJ Harvey is quite possibly the coolest chick ever. You should give her a listen. She's been around since the nineties and her style is constantly changing. If you like crazy hard stuff, listen to her early albums. If you like soft, ethereal, piano-driven music, listen to White Chalk.
For having been around so long, I think this woman is highly underrated. I think it may be because people think her music is just too weird to listen to. But I like it.