The U.S. Census Bureau has recently released a new set of tables from their 2002 Survey of Business Owners (SBO) which shows women-owned firms by metropolitan statistical area. Unfortunately for all of us (and the ability of our policy makers to have timely data for making decisions), the 2002 SBO is the most recent data available to us to look in-depth at questions of owner demographics and geography. What I find most interesting in the data is how New York, Los Angeles, Houston, and Chicago move away from the pack, but each with their own character. Houston, in particular, looks interesting to me, moving to third in the nation in women-owned employer firms although it's maybe the sixth largest metro area by population.
The SBO is a great resource for understanding entrepreneurship. I only wish it was performed more regularly and more broadly. You can read my recent thoughts on this in the proceedings of the 2008 Kauffman Data Symposium.