The Song of the Lioness
The series starts out with the book Alanna: The First Adventure. In it, we meet Alanna, the young daughter of a nobleman, who wishes to become a knight, which is traditionally a role for sons. Alanna decides to disguise herself as a boy in order to achieve her dream, and the story follows Alanna through the steps of page and squire. We meet many characters, all of whom will warm the coldest heart, especially the king of thieves, George Cooper, and one of Alanna's instructors, Sir Myles.
The second book, In the Hand of the Goddess, picks up with Alanna still as a squire. The main plot of this one is a war between Alanna's country and a neighboring one, as well as Alanna's desire to be able to behave as a girl, and to be able to love. At the end, we go with Alanna as she faces the Ordeal, which will either make her a knight, drive her away, or even kill her.
However, if you realize that there is a third book, you'll figure out that the killing won't happen. In The Woman Who Rides Like a Man, Alanna has started out on her quest as a lady knight, and encounters the renegade tribes of desert people in the South. There is no huge villain or battle in this book, but there is a pretty good quarrel.
The last book, Lioness Rampant follows the third very well. It introduces us to new friends, brings us a really cool treasure, and shows us that Alanna has finally grown accustomed to her womanhood. Unlike the third, there is an epic battle, which will most likely leave you crying.
Any girl who likes a strong, female heroine, as well as a good dose of magic, a talking cat, and maybe a wee bit of witty romance, will find this series as one she cannot put down. I know I'm going to be reading the next series that takes place in Tortall, The Immortals.