The Burglar by Thomas Perry

The Burglar is a good way to spend a lousy-weather winter weekend. It starts with a burglar named Elle breaking into a rich man's house--only to find that a murder has taken place there--and realizing that she may have been caught on surveillance cameras. When she discovers that the murderer is looking for her, she decides to figure out who the murderer is to save her own life. And so begins a compelling game of cat and mouse.

If you're new to this author, check out his excellent Jane Whitefield series. She too is a feisty female who can think fast on her feet.