Superman has a fatal allergy to a radioactive space mineral, or he's a landed immigrant so assimilated that pieces of his homeland are his weakness. Green Lantern has a power ring that can do whatever he wants, but he's impotent to the colour yellow - his weakness is a sexual dysfunction and is we later learn, entirely psychological - yellow represents fear and anxiety.
But Wonder Woman and Zatanna? Their weaknesses are bondage and domination. They are defined not just by their gender but by their sex.

Princess Diana comes from a secret society of Ancient Greek warrior women, beloved of the gods and Diana in particular has been granted the power aspects of the major Greek Goddesses, allowing her to their representative in the Patriarch's World. But those powers are rendered useless when her wrists are bound by a man - she is debased and her strength leaves her. At times this has been an excuse for writers and artists to portray her in submissive situations, barely containing the sexual subtext to get it best the late Comics Code Authority. But the weakness to bondage is more intriguing than mere titillation and runs alongside the feminist underpinnings of Amazon society - she must be ever vigilant to maintain her freedom, independance, and super-power. Any false step could leave to slavery. It also reflects one of her own primary skills; Wonder Woman derives strength from the Earth itself, but also wields a magical lariat woven from the girdle of the Earth Goddess - a lasso so she can tie up other women, men, and bad guys to compell them to tell her the truth. She is a dominatrix who must be wary, because she doesn't want to be bound herself.
And you can't deny the sex, either; Superman is sexy as an extension of adolescent wish fulfillment but Wonder Woman's artistic origins start in her creator's sexual politics and his desire to be dominated by beautiful women. Wonder Woman is cool because she's a goddess, an integrated goddess, but often her sexuality is held in a state of subtext - no matter how close to the surface - and some creators recently have stated that she should be presented as a virgin which frustrates me because she is about sex as much as feminism, she's a pro-sex feminist with control and agency but apparently you're not supposed to show that. They've also said she's supposed to be straight, but that's just pathetic - island society of super-women. No men. No desire or need for men. Ha. Come on. I don't even mean it in a nudge-nudge-lesbians kind of way, I mean that they've evolved on their own and value the beauty of goddesses, the power of goddesses. These are not Zeus's other wives, these are Athena's warriors. They're not like the Norse Valkyries, who were beholden to Odin. They would be wholly bisexual if not outright lesbian.

Zatanna #1, art by Ryan Sook.
Zatanna is not merely my favourite super-heroine, she's my favourite super-hero, men and women both included. Partly this is for similar reasons to why I love She-Hulk; they both started out as a female counterparts to established male heroes, but they transcended the classification in a way that Batgirl and Supergirl never did. Zatanna is the daughter of World War II era magician hero Zatara, who performed miracles by speaking backwards. He was a stage magician with a top hat and tails, and his daughter didn't show up until he was long gone; she had a chance to establish herself as her own person.

Zatanna up on the billboard for Catwoman #50. Her power is performance.
Zatanna is extemely powerful and I love her for the weirdness of her magic but also for her image; while other heroes struggle with secret identities and try to make their lives work out of various fractured parts, Zatanna worked as a stage magician and saved lives on the side with no divide between them. Everybody knows who she is. She is sexy because she's a burlesque character, a performer, running around in fishnets to get the audience's attention and while she's saving the planet from being sucked down into a Black Hole or whatever. She likes to be sexy, she likes to perform, she stays up too late and has adventures. She sees no problems with any of this.
Her weakness is bondage, though. Again, like Wonder Woman, the political aspect makes sense - Wonder Woman is about being dominated, but Zatanna is about having a voice. If she lets somebody prevent her from speaking, she can't perform magic. Gag her, tape her mouth shut, silence her and Zatanna loses her power. She has to safeguard herself and her right to speak. A good portion of Zatanna's day to day problems come from her love life, the fact that she habitually dates the wrong men (she got involved with John Constantine for a time, for god's sake) or bad things happen to those men (She dated Doctor Thirteen for a while and accidentally got him incinerated during a seance), and she's always been defined as a very human character despite her power. She struggles to keep going when she's exhausted from touring, she uses her powers to support herself as she much as she uses them to help people. She's a fully integrated comic book character rather than trying to hide who she is or lie to those around her. I like Zatanna better than I like Wonder Woman because as sexy as Zatanna is, as ideal as her thighs might be - she is a woman in the mortal sense, she is a person and is allowed to be sexual on an overt, direct level. Even if she has problems doing so, they tend to be human problems.