I would say that Shakespeare wrote about strong women, but it was not always obvious. They did not always win in the end either. For example, even though Juliet defied her father and her family, she still acted irrationally and emotionally and in the end died anyway.
I agree with Imetcalf. your question is too generalized.
What would you like to prove about women in Shakespeare in your thesis statement? In Shakespeare's world of male domination you can find women who give in and women who stand their ground, so to speak.
Generally in the comedies, you will find strong women like Portia or Beatrice, or Viola and others. In his comedies, his women often defy the males domination because they have learned that they are just as smart and able to cope with the world as their male counterparts, IE Bassanio, Benedict, or Orsino.
In his tragedies, his women become victims of this same male domination. They become trapped in the roles society has allotted them. Why does Gertrude marry Claudius? Being a daughter first and a wife second is all she knows. Desdemona is a faithful wife but that doesn't matter. Juliet falls in love with the wrong man according to the ancient grudge.
Choose one woman in Shakespeare and decide what it is you wish to prove about that woman.
In other words, be specific.
I don't know that you can create a thesis that captures a single truth about women as they are portrayed in Shakespeare's plays. While the plays are generally male dominated, the women sometimes play very pivotal roles. Lady Macbeth, for example, is the primary catylyst for Macbeth's actions, and though she is strong minded at the start, she falls apart by the end of the play. Ophelia seems to have a firm belief in Hamlet at the start of the play, but she loses her mind and kills herself after the death of her father and the seeming erratic behavior of Hamlet. On the other hand, Portia in The Merchant of Venice is a strong and self-determined women who goes to great lengths to successfully protect the man she loves. Katharina in Taming of the Shrew starts the play has the hard-hearted mean title character, but sees the error of her ways in her behavior and achieves love and happiness by allowing herself to be "tamed" and therefore makes herself acceptable in polite society. (I am a believer that she isn't truly tamed, she has learned to control her behavior to acheive the ends she wants.) If you look at enough of the female characters you could probably draw a generalization about the strenth and sense of self that many of them show in spite of living in a very partriachal society.
To Shakespeare--in his world, women are relegated to the social sphere while men command and conquer the political sphere, which can be seen in his works such as "Macbeth", and "Hamlet".