One of my favorite stories for little girls is "The Paper Bag Princess" by Robert Munsch and illustrated by Michael Martchenko.  If you aren't familiar with the story you should really go pick it up, right now, not kidding.  I don't know about anyone else but I find it completely frustrating that the most popular tales for children are ones with passive female characters (ie the princess waiting for her prince to come whisk her away to some castle in the sky where they live happily ever after).  If anyone has any other favorite tales that actually empower girls I would love to hear some suggestions.