The problem I see with most of the female comedians that I've seen/heard is that they tend to rely on being staunch feminists and/or raging lesbians for all their jokes. That leaves making fun of men, and making fun of men who like/dislike lesbians. By no means do I find their level of hilarity so low because of the fact that I am a man - no, they're just plain not funny. I've yet to see a female friend of mine laugh due to one of their laughs.
And dammit, why can't John Cleese and the rest of Monty Python get back together...