Based on my game collection and comparing to my film collection I would say games are better at including female leads than the film industry.
Of my (admitedly small) film collection only 2 out of 38 have a full female lead (Kill Bill 1&2) while 3 others have more ambiguous leads or a roughy equal lead cast (Fifth Element, V for Vendetta & Serenity) The rest are very definately male leads.
For games, 13 out of 134 have female leads, which is already higher than for films but not the full story because first of all over 30% of my games are totally gender irrelevant (in Burnout or Sim City for example you don't choose a character) Then 12% are essentially equal (ie you get to choose either sex, with minimal (e.g Mass Effect) or no gameplay changes. Then a further 7% allow you to choose different characters but the selection is male centric (mostly local MP games like Mario Kart/TimeSplitters)
The split for games then is more like 13:52 (though a further note is 10 of the male leads are from external sources (Goldeneye/F1 drivers) so it's not really the fault of the games industry)
As I think I have mentioned here before though, TV seems to be much more equal between the sexes, I don't think my tastes in TV genre varies much from my taste in film & game genre(mostly sci-fi/fantasy with drama & comedy) but the TV series I watch are much more likely to have female leads or female dominant casts (in fact of my very favourite series it's almost 50:50 for male:female leads)
