Okay, so neither of these characters are flawless in their film transitions. Rogue was a walking victim in the original film and both were served terribly in Brett Ratner's deservedly-maligned X-Men 3: The Last Stand. Jean Grey became a psycho with little to no emotional conflict and Ratner completely abandoned the 'accept your differences' theme in favour of Rogue giving up her powers without even getting her flight and super-strength abilities.
Selma Blair's downplayed Liz is by no means the most eye-catching aspect of Hellboy. After all, she has fish men and a career-best Ron Perlman to contend with. But she's a perfectly judged character, the level-headed partner to the impetuous Hellboy, slowly coming to terms with a power that, like Rogue's, has left her untouchable. But unlike Rogue, she gets over it. Yes, she gets imperilled quite a bit in the first film, and even gets resurrected by the Magical Kiss of Love, but in Hellboy 2: The Golden Army she is wall-to-wall awesome, and returns the favour by saving Big Red's life.
Hit Girl - Kick-Ass
Yes, an 11 year old girl is one of the best ever on-screen female comic book characters. Chloe Moritz imbues her with just the right amount of childishness to undercut the OTT bad assery of the character and manages to turn it back around just as we're on the verge of forgetting that she is, in fact, 11 years old. Maybe it's horribly inappropriate to see a child lopping off limbs and spouting profanities, but the knowing performance of Moritz keeps it just the right side of wrong.
So, things are picking up. Now let's just hope someone one day figures out how to do Wonder Woman.