I tend to prefer male comedians, but there are a handful of women that I like. To me, funny is funny. That being said, I think the type or topics of humour you're referring to are sort of aimed at other women (that sort of "am I right, ladies?" type of thing). They're relying on shared experiences. I can think of one female comedian that did that ad nausem. I mean jokes about how you can't get laid are okay, but when it's your entire 2 hour show, I'm going to stop laughing pretty early on and that's whether the comedian is a man or a woman (but in this case, it was a woman, which is why I mention it here).

Actually, come to think of it, most of my favourite comedians are dead now; yeah off topic, I know, but it just occurred to me.