I know a couple of girls who are side-splittingly hilarious, but on the whole i guess from my experience fellas are funnier.
Germaine Greer just wrote an article on it:
She has some insightful stuff to say about women, but I find her view of men is fairly sexist and ill-founded:
"It is now a truism that men never talk to each other about things that matter. Most of what takes place when men are together is phatic communication, intended to build fellowship rather than intimacy."
All I've learnt really is that Germaine Greer isn't funny.