Tolkien never qualified the greatness of his major heroes. Galadriel's and Luthien's greatness is the same as Feanor's, and any reservations about their fighting prowess are baseless. You say you don't think Galadriel is tough enough: why not? Based on what evidence in Tolkien's writing?
Balrogs are not powerful because they're as big as a dinosaur and pump iron in their free time. They're powerful, like Sauron and Gandalf, because they have potent spirits. Gandalf was, for all physical purposes, a bent old man, fully incarnate. Yet his spiritual potential was greater than that of Durin's Bane and he prevailed. Incidentally, this spiritual arena is exactly that in which even those who attempt to qualify Galadriel's greatness admit she must excel.
In short: yes, it is merely sexist and foolish to say you "just can't picture" Galadriel in combat.
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