Emma by Jane Austen perhaps? A more active and multi-faceted female protagonist than often seen. Works by Charlotte Perkins-Gilman delve into the complexities of gender as well eg. Herland, The Yellow Wallpaper etc.
I would second the suggestion of A Doll's House - one of the things that makes it worthwhile is that is focuses a lot on the process of self-growth and overturning gendered stereotypes as opposed to solely subverting the stereotypes.