The first female leader in Sentai's 18th season was Tsuruhime (Ninja White) from Kakuranger (1994-95). Tsuruhime was the lone female in Kakuranger. I haven't seen Kakuranger, except for Super Sentai World, so I can't say too much about her. Although, I think among the reasons why it took a while for Sentai to have a woman leader was partly due to the series being aimed at boys, and also partly because of male-dominant society at the time, which is also why the majority of Sentai seasons before Kakuranger had only 1 female. Since Kakuranger, most Sentai seasons have had either 2 females or the lone female being the team leader.
The second female leader was Yuuri from Timeranger (2000-01). Yuuri is also the only legitimate Pink Ranger leader in Sentai history. Like Tsuruhime she was the only female on her team. Yuuri was serious, tough as nails, and had complete control over the Timerangers. She was a cop, and came from a family with a police background. Her family was killed by the Londarz family and she was driven by a desire to bring them to justice for their actions. At the end of the series when she goes back to the 30th century, she finds that her family was alive and well, and that her presence in the 20th century changed time for the better. To me, she got the appropriate amount of focus and attention as the team leader, unlike some other non-red or non-female leaders, like Ran from Gekiranger who didn't get enough focus.
For the sake of argument I decided to put Umeko (Dekapink) here. Umeko claimed to be the leader of the Dekarangers and tried to act as the leader. In reality, she was the wannabe leader. She would try to give orders even though the other Dekarangers already knew what to do. Hoji would often respond by saying "you don't give orders." In reality, the Dekarangers had no true field leader, although some fans argue that either Ban or Hoji was the field leader. The closest person they had to being the leader was Doggie Kruger, who was their commander.
Ran from Gekiranger (2007-08) was the third female leader in Sentai history. She was named team captain in episode 23 and immediately started to scold her teammates. After that episode, however, she didn't receive enough attention from the writers. After being named team captain, only one episode was truly about her (episode 37), and she rarely looked like she was actually leading the team, with the exception of episode 33 where they're stuck back in time during the Edo Era. As a result, Jan (Gekired) received way too much attention during this series.
The fourth female leader and first female red ranger in Sentai's history was Kaoru from Shinkenger (2009-10). While Takeru was disguising as the 18th head of the Shiba Clan, Kaoru, the true head of the Shiba Clan was working on perfecting the sealing character in order to defeat Doukoku. Later, she adopted Takeru as her son and as the 19th head of the Shiba Clan even though Takeru was older than Kaoru was. Kaoru, unfortunately, was present for only 6 episodes and didn't get enough character development either. It seems that she was used more as a test run by Sentai to see how fans would like the idea of a female red ranger. Perhaps in the future there will be a female red ranger that gets a full season and is the clear-cut leader of the team.
Delphine was the first female leader in Power Rangers during the Alien Rangers arc in MMPR S3. She was the counterpart of Tsuruhime from Kakuranger. In MMPR S3, the earth is turned back in time and the Power Rangers are turned into kids. Their too young to fight, although strangely by the time Turbo comes around Justin was a kid and wasn't considered too young to fight. Thus, Zordon and Alpha summon the Alien Rangers from the planet Aquatar to fight in the rangers place until the earth was turned back to its normal time. Like most of the other Alien Rangers, Delphine received poor character development. The Alien Rangers arc in fact was used as a transition period from MMPR to Zeo. Most of the time the focus was on the Power Rangers searching for the remnants of the Zeo Crystal and if the Alien Rangers weren't fighting, they were busy re-hydrating in a lake since their powers and life force depended on water. This took attention and character development away from the Alien Rangers.
The second female leader in Power Rangers, and only Pink Ranger leader was Jen from power Rangers Time Force. Time Force was virtually a carbon-copy of Timeranger which meant Jen was similar to Yuuri. However, I think Jen's character was done better than Yuuri. Like Yuuri, Jen was tough, but she was much tougher than Yuuri and was a real hothead. Jen also had a kinder, gentler spot as well.
The third female leader during Power Rangers and the first Female Red Ranger was Charlie from SPD. She was the leader of the A-Squad rangers, who were good at the beginning of the series but turned evil at the end by free will because they wanted to be "on the winning side." The A-Squad rangers, like the Alien Rangers, received poor character development. The A-Squad were virtually absent during the whole series except the beginning and the end. Charlie was basically the only A-Squad character that received any attention.