This x1000!
Honestly, to me the most important thing about any character is whether they are well-developed and interesting. If they're a little sexualized, but the focus is on the character's personality and goals, I don't mind at all. The great thing about Aya from Parasite Eve is that the whole story is her story; it's not about her appearance or her being some dude's love interest. She pretty much saves the world by being a good cop. She's pretty but practically dressed (at least in the first one) and I really appreciated that. Even in PE2 (with its shower scene) she's still a strong character with a lot of development and personal motivation, and that's what makes her so appealing to me.
In a game where there's not much character development, I like the females to be at least as powerful as the males :/ Kinda tired of the healer woman stereotype. Yeah, Lady from DMC3 wasn't as tough as Dante, but she was still a badass, and I liked her. X3 That game's totally ridiculous anyway (but fun as hell.)
As a female, I don't think game developers really have any clue what makes a game appeal to us as a gender (if there even is single thing that could do so.)