I still don't understand what advertising targeted towards me is supposed to look like. Women are not that complex. I promise you just as many of us are interested by the rail shooter/space marine type games and their marketing as we are intrigued by The Sims or whatever.
The only thing I would offer is it might be neat to see games where you can play a protagonist of either gender more clearly advertised as such. The promotional material you see online and on tv for games like Dragon Age 2, Mass Effect, Fable 3, etc, all feature only male heroes despite the fact that you can play as a chick if you are one/want to. It'd be nice to see a balance between the commercials, less because of equality, and more because not every gal has her finger on the pulse of gaming society and tends to rely on these advertisements to decide whether she wants to play a game. Obviously gender shouldn't be THE deciding factor, but watching a commercial for a game you already suspect will be rad and going, "Oh, hey, there's bosoms under that space armor! Just like I would have!" does tip the balance a little. Especially if it's an RPG.
So, TL;DR if you have a game where you can play either male or female characters, maybe rotate the commercials to show both so you cast a wider net.