Research thoughts

Looking into books on expanding the Games market to suit female players, I came across the concept of 'indirect competition'. This is a style of gameplay which is popular with female players because rather than pitting the player against an opponent, like a game of tennis or a fight, it pits them against their own limits or a challenging situation. A game of Solitaire or climbing a steep rockface are indirect competition.
This goes some way to explaining the very wide appeal of 'Portal'. Even the enemy turrents and the end boss are treated as puzzles to overcome. You don't so much 'beat' enemies in Portal as 'get past' them.
Perhaps this difference in male and female goals can be traced back to typical roles in stone age society. Males of the species, as with most animals, are wired up to compete against other males for females (and thus as a collateral, prestige, which helps win mates) food, goods and land. Females are more community based, tending to work in a group to keep living conditions comfortable and forage for edible plants (interestingly, this is why women are generally more observant of small details than men, but less focused on a single goal, because we evolved as foragers rather than hunters).

A difference I have found is that female players generally play in order to 'experience' the game rather than 'win' it. Also, when talking about the storyline of a game, male players tend to emphasise plot elements such as twists, political intrigue and events, while female players emphasise the character elements such as friendship, betrayal and love between characters.
The female player generally doesn't measure things numerically so much as relatively, and is less interested in the accumulation of levels/wealth/points unless this will lead to some sort of tangible result (such as an item or sub plot or progress in the game).
So the least popular genres for female players, which can be backed up by surveys, are Sports Games and FPS games. Both of these tend to be directly competitive, goal orientated, not focused on character development or story and reliant more on fast reflexes than creative thought.
Research into pilot trainees has also shown that while motion sickness is equal in both genders in trained pilots, female pilots generally take longer to adapt. This goes some distance to explaining why casual female players find fast-paced 3d games disorientating and even sickness-inducing, while seasoned female gamers don't. This does tend to put female players off FPS games though, because early experiences are so unpleasant.