I know they're around, and I've stumbled upon a few of them (apologizing afterwards for clumsily stepping on their feet), but they are a rare occurrence from what I've seen. Most of it does have to do with the fact that most games are designed to appeal to men (Dead Or Alive is a huge example, don't get me started on Tomb Raider). There's that, and the fact that most male gamers are so socially deprived that the very mention of the opposite gender drives them to a lust-filled and shocked daze that usually results in misogyny, awkwardness, denial, or any combination of the three. Hm... Misogynistically awkward denial.
As for what I'd like to see, I'd like it if a girl actually played Zoey on Left 4 Dead for once. It throws me off each time, having a cute college girl speak like a middle-aged man. *shudder* Then again, I saw a girl playing as Francis once, which was a good laugh.