Spending as much time in the car as I do, talk/advice shows naturally take my interest.
SiriusXM, the satellite radio company, has a good selection of these things. Mostly they cover the spectrum from agony aunt kind of feel-good stuff to the awesome juggernaut of commonsense and character that is Dr Laura.
Women, mostly, are the audience and participants. I learn a lot from listening to the problems the callers want to air, not so much from the nature of the problem itself, but from the way they are articulated.
Big generalization: women want validation and support.
Smaller generalization: women, just like men, will either know the right course of action or they will not.
Obvious generalization: knowing the right course of action is no guarantee anyone will do it.
Interesting note: the biggest difference between the women callers and the men callers is that the men will answer direct questions directly (for the most part.) Women often hear a direct question as either agreement, or an invitation to talk more.