I've seen coffeem voice a similar query to mine as to what else people would have nominated this year (though hers is not gender specific). A lot of people have been asking why there were so few women with work on the ballot this year (that is, only 1). Since I had them, I just looked through most of the F&SF tables of contents for 2006. I would guess, from a quick scan, that fewer than one in five of its stories were by women. (Often there was one per issue.)
In January there was a short story called "Horse-Year Women" by Michaela Roessner. The Feb 2006 issue had a novelette called "Boon," by Madeleine E. Robins. May had a novelette called Journey into the Kingdom by M. (Mary) Rickert. July had a decent short story by Heather Lindsley called "Just Do It".
And so on. Were the female writers going elsewhere? Starting with #4, Subterranean Magazine started having a larger female contingent of authors than it had before. Strange Horizons ran more stories by women than by men. Asimov's introduced new writers Ruth Nestvold, Karen Jordan Allen, and carried stories by Susan Forest, Kristine Kathryn Rusch, Pamela Sargent, Carol Emshwiller, and others, but still with a ratio of about 1 in 6 stories by women, I'm estimating.
I would look at Analog, but I should go to bed and the Dell ebooks site is too annoying anyway...
(suddenly remembers old half-formed plans to create an index of sf short fiction and where to find it and chases herself to bed before she starts thinking about that again)