So, when I am trying to buy a book for N, I almost exclusively buy female authors. If I'm looking at, say, two mysteries as possibilities for her and have no other basis upon which to select one, I will choose the female author. I think this is basically the correct move for me as well, as most of N's favorite authors are female.
When I look at my own books, most of them are male authors. When I created a list of my favorite books a year or two ago, I had like 7 books and 6 of them were male authored and one female authored.
Of course, there are exceptions for both of us. I think I've only read one novel this year, and it was Diana Wynne Jones (Howl's Moving Castle which I read entirely in one day). But generally I seem to prefer male authors and she seems to prefer female authors.
The gender of the protagonist is less important. As I think through N's mysteries and fantasy titles, many, many of them have male protagonists. When I write, which has been a while, I have a female protagonist most of the time. But there is a correlation between the gender of the author and the gender of the reader for us.
How about you? If you don't read, what about other arts? Are you a woman and prefer female singers? It's hard to say with movies, as there are so few female directors in the big studio productions (for instance, if you like action movies, there are almost zero done by women).
What's the word?