A.O. Scott, The New York Times:
As she sprints through the forest, Katniss is carrying the burden of multiple symbolic identities. She’s an athlete, a media celebrity and a warrior as well as a sister, a daughter, a loyal friend and (potential) girlfriend. In genre terms she is a western hero, an action hero, a romantic heroine and a tween idol. She is Natty Bumppo, Diana the chaste huntress of classical myth, and also the synthesis of Harry Potter and Bella Swan — the Boy Who Lived and the Girl Who Must Choose.
As is clear from the above, A.O. Scott and Manohla Dargis go through some pretty deep analysis of why Katniss is such a hot character in this lengthy Times piece. To its credit, it touches on a lot of social and psychological issues from The Hunger Games I've generally dismissed up till now.