Steal it back. Who ever said two wrongs don't make a right :P. Or prove its yours, as an artist you should have signed your name at the bottom once you were done. Thus her having no right to having the painting in her possession.

Explain to her the law of stealing other people work

Just take it, easy. There isn't any dibs when it's your own property.

Just beat her Ass and take what's yours .

And what made her think it was a gift in the first place?

Did you take a picture of the painting when you were done and sign it? If not, wait until she is asleep and sign and date the back of the picture. Then when she failed to give it back, threaten to get the police involved if she doesn't do it.

Sue.

Do you have pictures of you painting it that can prove you're the artist?

time for a new roommate

You have copyright on that painting. I suggest calling the cops if she seriously wont give it back under any circumstance. Also, if she destroys it, claim intellectual copyright and sue her, you don't need that sort of roommate anyway.