If she starts competent, make sure she sure she stays competent.
Many alleged female action heroes are only able to look after themselves until their intended love interest comes along - at which point she will start getting herself into so much trouble and danger that you wonder how she ever survived this long. This doesn't mean she can't ever need the help of the love interest or rely on him in some way, but it should be kept to a reasonable, believable level - and she should get to rescue him as much as he rescues her.
The Things That Need Done More/Less
These are the things that deal with issues that, while are not bad in and of themselves, are so prevalent that they need to see a lot more subversion and avoidance.
More Practical Wardrobes
Dress your female action heroes in pretty much the same things the male action heroes wear - eg, ditch the heels for athletic shoes or even combat boots depending on what's most appropriate or likely given the setting. Protect the vital organs. Get that oh-so-snatchable long hair pinned or tied back or cut off. And no bare midriffs, cleavage, or thighs except on off-duty hours. (See also: Hazards & Liabilities In Hair, Costume, & Wardrobe.)
More Females In Teams
In most media not explicitly aimed at women and in some that are, if there is any sort of team or crew, the men will outnumber the women anywhere from 2.5-5 to 1. Try bumping up that ratio a little higher.
Fewer Female Action Poses
In visual media, female heroes are often posed differently than male heroes - poses which emphasize or put into focus the character's 'sexy' bits. Often as not, these poses would require the character in question to be a contortionist. Because of the prevalence of female action poses in visual media, many people are so accustomed to them that they don't even realize just how ridiculous they actually are. However, the Hawkeye Initiative makes you realize just how ridiculous these poses actually are by putting male superhero Hawkeye/Clint Barton (and occasionally a few others) into them.
More Believable Physiques
Many female action heroes are, quite frankly, twigs. Your character needn't have a bodybuilder's physique (which are actually pretty unhealthy due to the ridiculously low amount of body fat), but something similar to Samantha Wright, Linda Hamilton circa Terminator 2, or any number of female UFC fighters.
More Real-World Action Women
Female action heroes, when they do exist, tend to be limited to SF (fantasy, sci-fi, etc.) works. I love SF as much as anyone, but there's a remarkable shortage of female action heroes in stories set in the world as we know it.
Women Who Get Gritty, Grungy, And Wear Un-Pretty Combat Gear And Clothes
You know how grungy-looking guys can get in action films? Covered in mud, grime, blood, etc.? Wearing combat gear that doesn't accentuate their pretty bits? Running around in clothes that aren't designed to show off their assets? Let the ladies in on this, too. Let's see woman wearing something closer to real-life tactical gear rather than catsuits. Let's see some outfits chosen because they best fit the task at hand, not because they look pretty. Let's show some unflattering grime and injuries.