The better female directors, in my opinion:
Jane Campion
Catherine Breillat
Allison Anders
Sofia Coppola
Gillian Armstrong
Sally Potter
I think female directors are really great when they tackle confronting subjects. None of the female directors I listed above make happy romantic comedies.
The films of Breillat and Campion are often sexually explicit and it is great to have the other side of sex. Women do gender politics really well.
