Are there any species of animals wherein the average adult female is much larger in size than the average adult male? ~

Most species of spider. It's particularly a mismatch with the black widow (and her Australian sister, the redback).

I've had a few girlfriends in my day that outweighed me. 

I'm guessing Mantis

Kingdom: Animalia
Phylum: Arthropoda
Class: Insecta
Superorder: Dictyoptera
Order: Mantodea

Venusian amazon women from the 9th dimension of course.

maybe

Map turtles

Yep in and around the Tri State NYC area after a certain age the women outwiegh the men by at least 100 lbs, 40kg.  Look at the tourist getting off any NYC Flight and the obesity crises is well visible, the females are always larger than the males.  They are also more hideously dressed

I believe it's quite common, particularly among the invertebrates.

One species where there occurs a startling difference in size between the sexes is the Angler fish - the male is tiny in comparison with the female.