Erica Friedman, who publishes and blogs about yuri manga (romances featuring two women), got so fed up recently with Marvel and DC acting puzzled about what women want that she designed her own survey. 424 women completed her questionnaire, and the results make interesting reading, especially the answers to the questions about what types of characters women like to see.
Overall, two-thirds of the women surveyed bought their own comics as children, rather than reading someone else's, and the majority read superhero comics. They prefer strong, independent characters who fight for justice, they like women who have a dark side and can fight for themselves, and they would like to see more diversity.
The survey makes interesting companion reading to Hope Larson's survey of the comics habits of teen and tween girls. In both cases, superheroes are the most popular genre, followed by manga (I know, manga isn't a genre, but I didn't write the questions). In both cases the characters were most important, although Hope teased out that the story is key as well. Both groups like a dark side to their comics.
Interestingly, the women who responded to Erica's survey split 43/57 over whether their favorite characters were male or female, which is closer than I would have guessed, and their least favorite traits were "princely," "chaste," "weak," and "damsel in distress." The take-home here is that women already read superhero comics, and what they want isn't really that complicated—more of the same, but better, with more strong characters, especially women who aren't hypersexualized and helpless.