Australian author Kerry Greenwood writes two series with a female detective. Firstly the Phryne Fisher series set in 1920's Melbourne, this series is now up to its 18th volume and I can't recommend them too highly.
http://www.phrynefisher.com/books.html
The other series is equally good but has a modern Melbourne setting and revolves around Corinna Chapman who is a baker rather than a consulting detective , but detects in her spare time,for a bonus each book has some rather spiffy recipes at the back.
The Phryne books are currently being filmed for TV so this is your chance to be able to say, "Oh I've been reading those books for ages"....
Bev