I've never found it made the slightest difference being a woman - though there is a sort of feeling that as you get older you're not so interesting.
Baseball is a game of race, creed, and color. The race is to first base. The creed is the rules of the game. The color? Well, the home team wears white uniforms, and the visiting team wears gray.
For my stand-up, I always have my notebook with me and if something strikes me, I'll write it down.