I am looking for dramas (preferably K- or J-dramas, but everything is fine), with a strong female lead. It'd be great if it had some action or mystery as well. My favorite dramas are such as 'City Hunter', 'Healer', 'I remember you',  'It's okay, that's love'. 

I have yet to find a drama that has a hero and heroine that are both strong characters, and I don't only mean it as in strong-willed, but that they both have some fighting abilities or such. Usually, if the girl's strong, the guy is weak (Secret Garden), or Vice Versa (Healer). The only exception so far is City Hunter, which is why I really love the drama. 

I've been told Time Between Dog And Wolf is a good drama, but the main girl is an annoying b*tch, so I am hesitant to watch it.

Thanks for recommendations :)
Gu Family Book : Dam Yeo Wool is both strong-willed and a capable warrior. One of my favourite character 
Nirvana in Fire : Princess Ni Huang is not an ordinary female warrior. She's one of the protector of the Liang Dynasty so of course she's badass, If only there were more scenes of her
The Legend :Sujini is a pretty good archer
Queen Seon-Deok
Empress K

You may hesitate to watch them if u don't like historical or long dramas .. but I really recommend them.
I also recommend Gu Family Book and Cruel City.
Perfect Couple. Tiffany is seriously bad-ass and on several occasions saves Wallace from dying (although he isn't a bad fighter himself). The second couple are cute but the villian is soooo annoying you just want to kill him haha
Thanks for all the recommendations, i'll definitely check them out! Most of them are historical dramas, though, ahhh I wished there were more dramas like City Hunter with modern action, haha. I have yet to watch I hear your voice, I'll probably give another historical drama a shot afterwards :)
Moorim School and Blood - they have mysteries and action in as well.
(The female lead in Blood isn't likeable at first, but she gets better as the drama goes on).
Maybe you can try this one :

7th Grade Civil Servant : korea, romantic comedy, action drama. The characters are secret service agents in an infiltration mission. The woman is better than the man in many ways. I feel it's a little under-rated. It's funny, don't take it too seriously and you'll enjoy it.

Other recommendations of the moment :

Signal : korea, time-travel police drama. A cop can communicate with another with a 20 years gap through a walkie-talkie. The female lead is strong both in character and strengh in present time. So far, it has become my all-time favourite and it's not even finished.

BRomance : Taïwan, gender-bender romantic comedy. The girl has to live as a boy until she turns 26 because of some soothsayer telling her parents she would die as a girl but not as boy. 100 days before turning 26, she saves the life of an underworld mob boss. (He's not bad, he made his people stop illegal activities.) So there are a few action scenes as well.
Pride - both of the main leads have a strong personality, but they get along very well and they help each other grow as a person
7th Grade Civil Servant
Gap Dong
Angry Mom
Hi My Sweetheart
Take Care of the Young Lady
Hello, God
The Painter of the Wind
35 sai no Koukousei - not really romance, but the female lead is very strong

Protect The Boss - Her father is a martial arts teacher and she was a gangster in school.
Yankee-kun to Megane Chan
I would recommend My Name is Kim Sam Soon.  There isn't any action or mystery but the characters are great and I think the female lead is what you are looking for.
Signal.. you should totally watch this. Super good mystery with a heroine that's smart and strong. I admire her so much. There's no weak main character here. This is not yet finished but it's about to end in a few weeks.
Golden Empire

Too Late To Say I Love You - female lead has somewhat of a Princess syndrome, but makes independent decisions that's not always in line with what society expects of a respectable Chinese woman. I personally loved her for that because most drama heroines tend to be sanctimonious to the point of idiocy. Not this girl ... at least, not for some portion of the drama anyway.

The Princess' Man

Ghost -with So Ji Sub and Lee Yeon Hee