This feels sort of like asking where the trees are in a forest on account of the fact that some of the "trees" don't reach quite as high as you want them to go. There's more to "strong female lead" than simply "doesn't need no help from no man". Frankly, it's kind of insulting to reject these ladies simply because they're not always able to handle all situations on their own or sometimes need some help from others, male or female. If you look you can find some serious demonstrations of strength in people that are trapped and powerless to escape on their own without someone to save them, because even when any physical power they may have had fails them they still don't give in; forced to the ground, bound, unable to do anything but wait for rescue or death, they still stare furiously at their captors, unwilling to break no matter what. A person who can win a fight to me isn't a "strong character" and most of the "strong characters" I've seen identified by such categories aren't. Sorry for the rant, but when I think of "strong female lead" I think of characters like Kawamoto Hinata, a girl who's hyper, childish, and definitely requires help and support at times, but who is also stubborn and full of fire and absolutely refuses to back down against those that persecute her (seriously, read March Comes In Like a Lion, or watch the anime which follows it word for word, and tell me that she's not amazing in the bully arc).

But that said, I'd start with just about half of CLAMP's material. Those ladies know how to write women who stand on their own two feet. Sakura, the Magic Knights, and Misaki are all great examples of girls who stand on their own feet and fight their own battles. Yes, Sakura does receive help sometimes from Syaoran, but again this doesn't negate her power.

For that matter, just about anything from the Lyrical Nanoha franchise will have women who can handle themselves. I'd recommend Strikers (anime), since it pushes past the childhood years and drops a good portion of the "magical girl" motif (though those series can have impressively strong women, if you're willing to watch them grow into that strength and don't dismiss them because they start out weak).

This Girl is a Little Wild Definitely recommend.