A personal favorite, Rose has an interesting storyline revolving around the big bad guy of the series, and she has a simple set of moves that rewards a more defensive playstyle.
Elena is a capoeira fighter, which served two purposes: One, her fighting style allowed for some impressive animations that showed off the new tech for Street Fighter III's arcade machines, and two, Capcom got to play with the "fighter only uses punches" trope by reversing it; since Elena only used kick attacks and the way her moves linked together felt unique and fresh.
Another stellar addition to the steadily growing female roster, Juri's angle is that she's completely insane. She has vague ties to the final boss of Street Fighter IV but is clearly more interested in just kicking the crap out of everyone. While not the most technical, she has some interesting tricks up her sleeves that more experience fighters can put to good use.
Ninjas are always a plus, and Ibuki is appropriately acrobatic. She has a lot of options that can really mix up a player that doesn't know how to deal with her.