HK's "Shade" is pretty awesome too. Others to consider are Radka Toneff (Fairytales is a must have female jazz album), Clair Martin, Carol Kidd, a second recommendation for Dave's True Story (start with Sex Without Bodies or Unauthorized), and, of course, the great Ella Fitzgerald. One of Norah Jones' overlooked ablums is under the band and album name The Little Willies. I find in many ways this to be her best album. Patricia Barber's Cafe Blue is outstanding.
Don't forget about some non-jazz female vocalists such as Joni Mitchell (too many amazing albums to to list, but start with Blue or Court and Spark), Joan Baez (Farewell Angelina), Carol King (Tapestry), Peggy Lee (Is that all there is?), Eva Cassidy (Live at Blues Alley, Songbird, Imagine), Cowboy Junkies (The Trinity Sessions), Everything But The Girl (Idlewild), Jewel (Pieces of You), Clair Marlo (Let it go), Linda Ronstadt (Simple Dreams), and Dusty Springfield (Dusty in Memphis).