I don't know that I should really get involved in this kind of discussion, but I did come here looking for other women who play warhammer and this seems to be a somewhat relevant topic, so...
@ eldargal: Hi. I'm a gal and I play too.
@ Kahoolin: I am an only child and don't have a sig. other who plays. I don't have any male friends who play. I got into 40K when I walked into a game shop looking for a new game to play. I saw some guys playing 40K and thought "that looks like the game for me."
@ everyone: I DON'T like painting better than playing--in fact, I don't like painting very much at all. I love the color, but would never paint an army pink. I DON'T choose an army based on how pretty the models are. I DON'T worry about looking like a nerd. I'm not unattractive. I DO have issues at the game store where I play (while watching battles I've had guys ask me to roll or blow on their dice for them--guys, BLOW ON THIS <inappropriate hand gesture>!) I DO play for fun--winning is fun.