Aethelflaed, though female, was respected amongst her enemies as well as her peers agreed her husband's death, and was quite a strategist. She even led Anglo Saxon warriors in combat against the Danes. I first read about her in Bernard Cornwell's Anglo Saxon chronicles, but it turns it most of her times on the books weren't exaggerated.
Also Richard III kicked some serious French arse in his day.
Boudica
British Queen (Celtic) who lead a revolution against the romans. (around AD 60)
Alfred the Great (849 – 899 AD)
He managed to defeat the vikings that had been raiding, taking land and basiclly kicking ass in england. He styled himself "King of the Anglo-Saxons".
Harald Hardrada (1015 – 1066 AD)
He was not from england, but he was one of the people who wanted to be king of england in 1066. His story is awesome, he was all over europe, fighing as a mercenary, marrying princes he end up beeing king of norway.
Richard I of England aka Richard the Lionheart (1157 – 1199 AD)
King of England who went to the Levant (near east) and saved the christian kingdoms there.
James Wolfe (1727 – 1759 AD)
Intressting but controversial general during the Seven Years' War.
Horatio Nelson (1758–1805 AD)
Most well known british admiral, was active during the Napoleonic Wars. He was a real hero to the people back then.
This is just a random selection, I focused on millitary people since that was what you are asking about. I sure I missed tons of people, I tried to get people from all over history.