i somesome play solitaire (esp in linux), but generally i am bored with games because they aren't intellectually stimulating.
It really depends on the game.

I have difficulty tearing my girlfriend away from Puzzle Bobble, and she is STILL playing Animal Crossing. :-P
In general, a lot of women who play games enjoy puzzle games, and I'm venturing that online games will eventually attract more female players due to some of the social interaction.