Independence. I want the lead character to be able to stand on their own two feet, or find the help and support needed for them to do that, and also own up to mistakes. Other folk have said honor, and that works for me too. Integrity, and a sense of personal responsibility. Which doesn't mean they can't swear or be violent or kill, but there has to be a reason and a sense they know why they are doing it, even if its something really sucky. I also like loyalty, intelligence and a ready wit.

Most of those have always been easy to find in male protagonists, its been great for the past 10 years or so finding them riding high as traits in female protagonists without having to really hunt the books down, though if its well written with a good story I'll read most things.