I think shows with male protagonists do outnumber (pretty heavily) shows with female, but still, there are lots of shows with awesome female leads. Veronica Mars, Wonderfalls, Castle, Downton Abbey, My Little Pony...

Granted, there aren't that many shows with the female version of bromance (sromance?), which seems to be a thing that a lot of fans like...but still, I think the problem is that people don't look very hard (or don't want to search out less popular fandoms), not that this stuff doesn't exist.