I'm female. Should I buy a "woman's" saddle.

Maybe, maybe not.

The "women's" saddles are shorter and usually a little wider then their non-gendered counterparts. These shorter saddles work fine for many riders but some women report that it feels like something is missing. We can use the nose of the saddle to give subtile input to the steering of the bike. Most of the time we don't notice we're doing this until the nose gets shorter. If you are a short woman the 'S' model will probably be fine. If you are medium height, or taller, it might be worth thinking about the whole range of saddles from a manufacturer.

The forums at Team Estrogen have some good discussions of Brooks saddles for women.