By its very nature, this question is subjective. Depending upon one's life experience, one woman might seem more sympathetic than the others.
One might argue that Offred herself is the most sympathetic of the female characters. She had a comfortable life, took her freedoms for granted, and then lost everything and everyone she held dear when the Gilead state was implemented. However, one might argue Offred's passivity takes away some sympathy points from her, at least in comparison to more rebellious handmaidens who are part of the resistance like Ofglen.
One might find Serena Joy, if not sympathetic, pitiable. She's achieved the world she desired and yet finds herself as much a prisoner as Offred, though her cage is gilded since she is the wife of a commander. She feels like a biological failure since she is unable to become pregnant and is restricted to the house all day.
Moira is a sympathetic character in how she has been broken by the system. She was once fiery and defiant, yet now she accepts being forced into prostitution.
Ofglen is sympathetic in her courage. She is a handmaid, but she refuses to be passive about her circumstances. She is a part of the underground resistance movement. This costs her her life, but her sacrifice makes her an admirable figure.