Guy here. I really think we could do with more female characters, and less hang-ups about them, both hang-ups about including them and pushing it in our face that 'zomg you're playing as a GURL!'. See, this is why I like Dark Souls (well, aside from the lovely lore, fun combat etc. etc.). You can make a chick or a dude character, and not only does it not affect story or character interactions, it leaves armor models intact too - no bits of string, unless I dunno, you're playing as the 'deprived' class, but then that's par for the course. To me, that just felt like a fresh breath. Actually, that's one of the reasons I like RPGs a lot - as well as the new XCOM (haven't played the old one). Basically, I don't find gender to matter - unless there is, like Jim points out, a disturbing overweight of male characters, and a pathological fear/hate towards having female characters.
I'm entirely comfortable with women being in lead roles, kicking ass, having romances, developing as characters and so forth and so on, and I really fail to get why dudebros/executives are terrified of that. Although, speaking of dudebros, I am not entirely sure, but I think the effect of Far Cry 3's main arc wherein white-as-snow, pasty dudebro Jason Brody gets his world flip-turned upside down might have been slightly diminished if we were dealing with, say Jane Brody - not that I would mind, but...nevermind, train of thought crashed.
TL;DR: Yes, more female characters, both leading and supporting, please. Moar agency, less being treated like fine china or something to rub one out to. Oh and yeah, let them be allowed to fuck up. Seriously. Flaws are just as instrumental in making a character work as positive qualities.