In the latest X-movie, as previously stated, the female characters got treated like **** all the way through. Somebody bought into that whole "female empowerment through stripping/prostitution" thing Frank Miller has been selling because every woman in the show except Raven was a sex worker at some point or impersonated one. (But Raven is basically naked most of the time and tried to seduce Erik for no particular reason.) Let's not even talk about the Lingerie White Queen. She has been fantasy pin-up fodder from jump, though, so I guess having her lead a troupe of strippers/hookers is just par for the course.
It's interesting that you dismissed BW as a "femme fatale sexpot in a catsuit" while in the next sentence bemoaning the lack of female heroes in the movie. Black Widow might be wearing a catsuit, but she's hardly on the canvas merely for window dressing. It has already been stated that she isn't going to be a damsel or relegated to love interest status. Maria Hill and half of SHIELD also wear similar outfits; Hawkeye is outfitted to display his manly charms; even Coulson turns up in a SHIELD jumpsuit in one promo shot. Would you dismiss them as easily?
Also, most of the heroines you named as preferable to BW wear some variation on the "sexy swimsuit" in the comics. She-Hulk and Ms. Marvel wear extremely high-cut thong suits, Wanda wears a strapless version of same, while Tigra (a personal favorite of mine) wears a string bikini. Compared to the way those characters are typically dressed, BW's costume is positively prudish. It's also functional and practical, something that can't be said of a latex thong bathing suit and thigh boots, with a stylishly retro domino mask and a sash that's only going to catch on things.
While I would love for there to be more than one heroine in the movie, I'm perfectly happy with the one who is there and how she has been portrayed. Natasha isn't super-powered but she is a very believable badass, something I can't say about every female action hero. She has been treated respectfully by the writers, if not by fans, something Whedon can be expected to continue. BW hasn't been sent off to infiltrate a brothel or strip joint (so far), nor is sexuality the be-all and end-all of the character. Eventually other heroines will be added to the mix, as Feige has said that the team's roster will change in sequels. Wanda will never appear, sadly, but Ms. Marvel is a safe bet, with or without her trademark swimsuit. I don't hold out much hope for Tigra (maybe on EMH) but one day the Wasp will be rescued from Wright's development hell and brought on board. (That despite many male fans saying that she's boring and useless. I wonder why that is?)