The data included in the 2008 Essential Facts was gathered in an annual study conducted by Ipsos MediaCT for the ESA. The study is the most in-depth and targeted of its kind, gathering data from over 1,200 nationally representative households that have been identified as owning either or both a video game console or personal computer used to run entertainment software. The complete 2008 Essential Facts booklet is available online at
The Entertainment Software Association - Home Page
You have to be careful with any of these studies. Many people who would say they are "gamers", are the bejeweled/tetris kind, and that's not what WE'D consider a gamer.
We all know that, in our type of games, women make up roughly 5% of gamers - TF2, Source, Doom, Halo, you name it. Sure, there are always the exceptions, and the really good female players, but 40% in no way applies to hardcore gamers.
Casual gaming, in all honesty, should have its own category. I think you'd see very different numbers if you discounted Wii Bowling, Smack-the-Penguin, and Hamsterz.