OMG yes, Luna is a wonderful choice! Of course I do love so many female supporting characters...
Buffy's Willow was always a huge favorite of mine,
Veronica Mar's Mac,
Firefly's Zoe
Burn Notice's Sharon Glass as Michael's Mom
and both of the women on Leverage...
so many wonderful supporting roles for women....
in Terriers I hadn't thought they had no good women's roles on the show until they introduced the schizophrenic sister (she was awesome)