I don’t have a one-dimensional interestingness rating system for female characters. For your drama club, as in, you want an interesting character to practice acting as?
Jane Austen novels are full of interesting female characters of various types. The protagonists in particular tend to be interesting, though their interestingness is developed throughout the course of a novel, so they might not be the best choice for acting skits (unless you’ve already read an entire novel and have a scene in mind).
Lady MacBeth is fun to do scenes as – I did a couple in middle school English classes. The “Out out damned spot!” scene is fun to do, as is the scene where she convinces MacBeth to go for her scheme… there are many, many interesting women in Shakespeare, and great for practicing acting… if you don’t mind doing Shakespeare.
Maude in Harold and Maude is awesome, and the film is great.
Mrs. Wilburforce in The Lady Killers (1955 version) is awesome, though again you sort of want the entire production, not just a scene.
Katharine Hepburn tended to make her characters interesting, and could be fun to act. e.g. See Philadelphia Story.
Lauren Bacall also made her roles interesting and fun to watch. e.g. The Big Sleep.
The woman in Misery is quite interesting, but in a terrifying and psychologically interesting/realistic way.
Grace Kelly’s character in Rear Window is brave and fun and would make for some good short scenes. I also like Eva Marie Saint’s character in North By Northwest, and Kelly in To Catch a Thief I like too. Though all those films have various levels of the sexism of the culture of their time, they’re also strong, brave and very clever (even if they are all sort of throwing themselves at much older men – who can’t love Cary Grant or James Stewart? ;-) ).