I'm not sure if this thread was specifically to be about actual "feminism" and how women should stop being helpless in video games, but the truth of the matter is, someone will need help in some shape or form, and I don't completely hate helping someone who needs it. But there are limits to this.
I'm entirely okay with Mario games, because Peach is a princess, not a warrior. She can't fight back, especially when her captor is freaking Koopa. To me, Mario going after Peach is CUTE. It's more of a subtle love story than anything else.
People will always need help. It would be a nice change of pace for that person needing help to not be a crying female, though. Believe it or not, men need help, too, sometimes, and that doesn't make them less of a man.
The REASON why characters need saving is also very important. If the situation makes sense, it's a lot less annoying. And the characters themselves should be less whiny about it.