Since everyone's going to chime in with their perspective from experience, I'll add mine. I've had several managers in the course of my career, at multiple companies and on both sides of the gender fence. I've also needed different levels and styles of management at different points in my career, and have experienced both "good" and "bad" bosses along the way.
Early on, when I was more likely to need guidance and suggestions (in learning time management and prioritization, communications skills, etc.), I found much better and more involved management from the women than the men. The women were more likely to take the time to observe and try to understand where the deficiencies were, and to advise me in a non-confrontational way about how to proceed and what to learn from the situation.
As I grew in my abilities and my confidence, though, I was more likely to run into conflicts and differences with some of those same women managers. Communication was less direct than it needed to be, personality differences became more of an issue than they were with male managers, and occasionally, problems would escalate to a passive-aggressive undermining. Conversely, men in management seemed more likely to recognize and acknowledge my increasing competence, and when corrective communication was needed it was short, direct, and efficient.
Don't underestimate the effect of corporate culture, though, on management styles - my opinion is that bad management is caused by culture as much as culture is an effect of bad management. I think it's very much a chicken-and-egg thing, in that regard, but there's definitely an influence at play.
In the years since I've entered management, I've swapped back and forth between two upper managers (depending upon company re-orgs), both of whom have decided that the best way to manage me is to leave me the hell alone. My current boss has told me that, as far as he's concerned, my department is a black box - resources go in, profit comes out, it all runs seamlessly and quietly, and that's all he needs to know. :)