From right here in Illinois-Lillie Mae Rische. She just came out with her own album but here she is on the titanium electric fiddle in something fantastic with Jack White.
Kate Bush was/is lovely; hugely influential; you can see her impact on artists like Alanis Morrisette, Tori Amos and even Madge and Lady Gaga. Another I'm fond of is Grace Jones; saw her in concert once; what a blast!
Not rock per se, but my current favorite; the gorgeous Lana Del Rey:
Maria Brink from "In This Moment" is pretty good, although at times she seems to be a little bit of a cross between Madonna and Lady Gaga with her "shock" theatrics.