I think most vegetables are pretty good for you as they tend to be high in fibre and vitamins and low in fat. Dark green vegetables like broccoli and kale are also rich in iron, which is especially important for women.
One of my personal favourites is butternut squash (although technically it is a fruit as it has seeds). It is great for you, particularly your heart as it is high in dietary fibre but low in fat, and also high in potassium, vitamin B6 and beta-carotene. It also has a rich taste so makes dishes seem indulgent when they are actually very healthy :)