Song of the Lioness Quartet by Tamora Pierce

Alanna has always dreamed of being a knight and going on adventures, but she is a girl.  When her father decrees that she will go to the convent to learn to be a lady and her twin brother Thom will go to the castle to become a knight she hatches a plan -- they switch places.  Alanna is determined to hide her identity long enough to become a knight.  But it's difficult always being on guard and hiding your true identity from your friends.  Plus, there's Duke Roger who seems to be out to get her for some reason . . .

The Song of the Lioness Quartet was one of the first female empowered fantasy series for teens.  It's a wonderful story of a girl who shows that she can do anything a boy can and often can do it better.

Alanna: The First Adventure shares the story of Alanna as a page training to be a knight.
In the Hand of the Goddess tells of her years as a squire and her showdown with Duke Roger.
The Woman Who Rides Like a Man tells of her adventures after winning her shield and revealing her true identity.
The Lioness Rampant closes the series with the story of her quest for the Dominion Jewel.