I'm guy, always been a guy, lotsa guy friends. I know guys. Women are still interesting. As a writer, I use female characters, as fleshing out a story from a very different perspective is more fun.
With character creation and customization, playing "dressup" with female characters is more fun. It may explain why so many fashion designers for women are guys. My characters tend to dress modestly and practically, by the way, with very rare diversions into frivolity and sexy. My female heroes and villains in City of Heroes are much more likely to have their extra costume slots unlocked.
The hero, to some extent, should be an underdog. Although not as pronounced as it used to be, female heroic leads are, classically speaking, MORE the underdog.
Having met some interesting people in my time, I can easily imagine a woman in the lead of an action adventure story. A friend of my sister, for example, was the "enforcer" of her mixed-gender hockey team, and once responded to a hazing in high school by punching the guy in the face.
Also, Avatar: The Last Airbender. Toph, Azula, Katara, Mai, Ty Lee, Suki, Avatar Kiyoshi. Some serious action gals in that show, and I try to make my female characters interesting and capable.
PS: Avatar Kiyoshi was voiced by Jennifer Hale, who seems to be getting a lot of attention as Ms. Sheppard in this forum. Rightfully so. She's a great performer. And Avatar Kiyoshi, she came off as kind of scary...