The scene in the books that fans say was consensual that they turned into a rape scene in the show wasn't actually consensual in the book either, but the fact that the female character was on her period and in a Sept (church) next to the body of her son seems to have overshadowed this fact so that's all people remember and are disgusted about. 
To add to eyelinerqueen's list of feminist characters:
Gilly - escapes the abusive home of her father and literally enters an unknown world to her in order to save her son
Melisandre - started life as a slave, now an important and powerful ally of Stannis Baratheon
The women of the Mormont family - Maege Mormont is "lord" of Bear Island, she has never married but no one dares to consider her daughters to be bastards. Her daughters are all strong women, warriors, mothers (sometimes both) and loyal respected bannermen to the Starks. Even the youngest a 10 year old has no problems putting Kings in their place.
Prince Oberyn's daughters (they do have names but there is loads of them) - trained as warriors, maesters, septas - basically anything they wanted to be. even if it means pretending to be male.
Meera Reed - currently travelling with Bran and Hodor, she can fight and hunt and is basically keeping that little group alive at the moment.
Val - a wilding woman (hasn't appeared in the show yet) she is a bit like Ygritte, won't spoilt what she does incase she is going to appear on the show.
warning for minor spoilers below
Extremepie "it isn't gratuitous bad treatment of women"; just some "background" scenes from the book include a 13 year old being gangraped while her brother is stabbed in front of her, the rape and enslavement of entire villages/tribes by the Dothraki, the sack of the Saltpans including the rape and torture of a 12 year old, the Ironborn raping a lord's daughter while her family watched and was unable to help her, the rape and murder of a group of slaves by another ironborn, literally everything Ramsey Bolton does to any woman he meets, a highborn but "simple" woman being raped by 50 men and her treatment by other characters afterwards (she should "get over it" basically), King Aerys treatment of his wife and of the wife of a man who rebelled against him (he had her tongue and "womanly parts" ripped out), a woman so traumatised by whatever happened to her she is unable to speak, the forced marriage and rape of Lady Hornword who is later locked in a tower and eats her own fingers before starving to death, a "pretty whore" who has her teeth knocked out after being punched by a mailed fist and is then put in the stocks where she is repeatedly raped.
As I said these are just some "background" scenes that I can remember and I haven't included anything that is important to the plot (otherwise it would be a lot longer!). I do like the books, but the story would not suffer if these things had been left out imo.