Yes, this is a very fertile topic, and you have some work to do. If you have read the entire poem you may know a little bit about each character. Let's just talk about the high-level differences and similarities, and if you have more questions about a specific one you can always put it in the Question and Answer section of the Odyssey Group.
Penelope compared to Helen; well, in most versions of the story (the Iliad being one of them) Helen is faithless and willingly leaves her husband Menelaus. Remember when Telemachus goes to Sparta, he finds Helen there, undimmed in beauty and charm. She actually drugs her guests to make them "happy" while they visit her (this is in Book IV). Also, Helen is half-divine -- her father is Zeus. So Helen is somewhat of an other-worldly temptress -- not quite human, and of supernatural beauty. It was her, obstensibly, who caused the death of so many Greeks and Trojans, and all those families torn apart, and the ultimate destruction of the city of Troy. So she is a bit pitiless and rather above everyone else, at least in her own mind. Her extreme beauty sets her apart from the people around her. Penelope is nothing like this -- though she is beautiful, she is not faithless at all. In fact she stays faithful to Odysseus and his household for 20 long, lonely years, doing everything in her power to stave off the suitors. Penelope is not divine; she is the epitome of the good wife and mother.
Clytemnestra (spellings vary!) is another opposite of Penelope -- the evil, human, faithless wife. She is Agamemnon's queen, but because she knows of his unfaithfulness to her, she takes a lover and ultimately kills her husband. She is a figure (like Medea in other Greek literature) of fear and loathing to the Greek male society. She doesn't take slights and injustices against her lying down; because she has opinions and stands up for herself, she is unlike the "ideal" Greek woman. She is also a murderess, so she is very unlike the peace-loving Penelope.
Circe and Calypso are both goddesses who try to entrap and keep Odysseus, so they are very unlike Penelope. While Penelope waits patiently at home, faithful, and only waiting for news, the goddesses can do what they like. Circe and Calypso both find Odysseus attractive, at least for a while, but there is no guarantee that they would want to keep him forever. While Odysseus dallies with them for a while, he leaves them (because of the will of the gods) in the end. They are not human, and should not be compared too much to Penelope. The normal rules don't apply to divine personages.