I have gathered some statistiks.
In the sets released in 2009, there were a total of 157 minifigs with an identifiable gender, of which 141 were men and 16 (10,2%) were women.
Below are the women percentage of the different themes:
Agents - 23,5%
Castle - 12,5%
City - 9,1%
Pirates - 13,3%
Power Miners - 0,0%
Space Police - 4,8%
I will probably expand this with the sets released in 2010 later.
None of the sets with minifigs had only female minifigs.
I also searched for a few different terms in the online Lego Shop.
"Girl" got 13 hits
"Woman" got 2 hits
"Boy" got 8 hits
"Man" got 9 hits
This shows quite clearly how females are "girls" rather than "women", while the same does not apply to males.
Remus: Harry... I'm a werewolf.
Harry: Are you fucking serious?
Remus: Well yes, but I don't see how that applies here.