Other than Empress Ki, my favorite historical is The Bridal Mask. The story is set in the 1930s, so the setting is pretty unique as far as kdramas go, and the characters are well done. There's quite a bit of action, and the plot moves well. I don't personally think that Mok Dan was as strong and ambitious as some leading ladies (especially Empress Ki - love her), but Rara made up for that for me.
I honestly started watching it for the same reason you're looking for recommendations (I love strong female leads also), but the male leads, Kang To and Shunji, are what keep me coming back. Good luck in your search!
