I've been the GM in our games for as long as we've been playing. I actually prefer to be the GM--I get more out of it than playing.
As far as gender in the game, regardless of the role of GM or player, I tend to discourage females from playing with us. Oh, I've had a few, here and there, pop up and play from time to time. But, the reason I prefer males when we game is that not all female types can "take" the gritty realism of the games I typically run.
I'll give you an example of my current game: The players came upon this upturned wagon that used to carry clansmen from the PC's village. It was all women and children. As the PCs arrived, one of the enemy warriors was shoving the second javelin through an old lady's palm, stapling her to the ground. One of the kids, a five year old, had already been beheaded--the PCs saw this hanging from one of the upturned wagon wheels, tied around it from the kid's long hair.
The other kids were laying around the wagon in various stages of "beat up", "dead", or "dying". And, one of the little girls was missing--a little four year old.
Later on in the campaign, the PCs recovered the little girl, and although the child hadn't been raped (the players were fearing this), the poor kid did have her tongue cut out.
As the PCs attempted to get out of the caverns where they found the girl, they found an ancient shrine cut out of the earth. There were swirly, almost celtic-ish designs etched into the marble walls and ceiling, but over this were runes, desecrating the shrine, written in dried blood. As the PCs ventured deeper into the shrine, they found all these skeletal, desiccated bodies of children one the floor among the stone pews. This is where the blood came from--from a dark rite and a child sacrifice.
A scene coming up in the game, when the PCs finally find their way to an enemy clan's village (which, unknown to them, is under heavy influence of a demon), they're going to walk down a street and find all these old men--just men--hanging, upside down, from trees. There's, like, 60 of them--all the older men that used to live in the village have been strung up and hung by their feet from the limbs of trees like macabre Christmas ornaments.
And, in the town, which is now completely populated by women (the old men are dead, in the trees, and the younger villages are not in the village--having been drawn into the demon's cult), the PCs will notice that all of them walk around wearing hooded cloaks. If they get a glimpse of a few of their faces, the PCs will see that all of them sport black eyes, scars, healing scratches and wounds all about their heads. And, upon investigating, the PCs will learn that the demon stalks the village at night, coming to the women and raping two or three of them each evening. I'll describe some of them with parts of their hair turned white.
I find that women don't really enjoy a game this "dark". And, most of the games I run are pretty gritty. Even the seven-year Star Wars campaign I ran in the mid and late 90's (using D6) had a scene where some stormtroopers raped a young rebel woman they had captured.
Pirates in my game aren't PG or even PG-13. They're like real pirates. You don't want to be captured by them. I typically don't have lite evil, as you would see in Lord of the Rings, or even rate G evil, as in the Star Wars films. My games run more along the lines of the Rome or Deadwood TV series.
It's a tough world out there, and my games usually reflect that.
With a woman in the room, I feel disrepectful describing some of these scenes. So, I always make sure that, if a woman is to play, then she needs to clearly understand what she's in for.
A few has played and dug it. A few have said, "No thank you," and left.
But, a gritty game style is what me and my core group like best.
EDIT: I never have played under a female GM, but I'll be the contrarian and say that I would be hesitant of a female GM to be able to deliver the type of game I like to play. I'd give it a try, most likely, but I'm not sure I'd dig it the way I have some of the male GMs who run games the way I do.
