Lilith's Throne. It's not even remotely finished in terms of story, but the core gameplay is really solid and the story is fully fleshed out up until the end of Act 1.
claire's quest, alansya chronicles, tina swordswoman of the scarlet prison
they're all female protag games w/ large maps, however its been a while so i dont remember how strong the storylines for each of them are but its definitely present