Check out Ohio by Over the Rhine.
Karin Bergquist has an outstanding voice, and the music on this double-disc set is nearly perfect from start to finish. All killer, no filler.
Swish
Here's some more off the top of my head
Female vocals are my thing too and I'll second all those suggested so far, the trouble is there's a ton of stuff out there. My suggestion is go on Myspace and check out some of the below to see what you like. I had a compilation I made up a while ago featuring female vox, if I can find it I'll pm you.
Mainstream stuff...
Nerina Pallot
Mindy Smith
Corrine Bailey Rae
Shawn Colvin - If you can get past her nasal inflection
Joan Osborne
Aimee Mann
Beth Gibbons
Tina Dico
Natalie Merchant
Heather Nova
Mary Chapin Carpenter
Sara Machlachlan
Melissa Etheridge
Stacey Kent
Less mainstream...
Jesse Sykes & Sweet Hereafter
Cat Power
Tori Amos
Fiona Apple
Sol Seppy
Beth Orton
Emilliana Torrini
Madeleine Peyroux
Kate Rusby - English folk with a fantastic voice
Eddie Reader
Flunk - She sounds a like an 'approachable' Bjork
ps As for Nouvelle Vague I would go for the first self titled album, lots of good covers but if I was you I really would hear some samples before you take the plunge the bossa nova cover style might not be to your taste.
Cheers
Mike