Yes, women do read comic books. It should not be considered a coincidence that one of most notable graphic novels (a related genre) of the last decade was written by a woman(Re: Persepolis). Jezebel lists some comic books that women actually read and love.

From the Jezebel list, a summary:
Queen & Country: About a British spy.
Secret Six. By Gail Simone: Features GLBT characters in both hero and villain roles. Also read Birds of Prey by the same author.
Classic X-Factor: jezebel calls it 'Hilariously soap-opera-esque'.
Alias: The heroine is a foul-mouthed P.I. Jessica Jones who was formerly a superhero.
Runaways: The premise is this - what if your parents really are supervillains?
Astonishing X-Men: From Joss Whedon, the famous creator of Buffyverse and Firefly TV series.
Invincible Iron Man: Features ensemble writing about the man in the metal supersuit.

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