I just want to cut past the incoherent ramblings about tau above and lay this out for the people who said that there are not enough females in Warhammer.
Of the 10 or so armies in the 40k world, the Space marines (and varients), the Demon hunters (basically spacemarines), and the Necrons are the only armies without the possibility of females. Orks are fungi, but in the blood bowl range you can get female Ork cheer leaders, so even thay can have some kind of girl.
Every other race in 40k has models that are female. The sisters of battle, obviously, but the eldar have lots of metal models and plastic female chest peices for conversions, the Guard have female Tanith and catachan, DE same as eldar, the Tau have shadowsun, and Tyranid warriors and hive tryants are all female.