On a film-related board the topic of "guy films" came up and I once offered
Paris is Burning for being a guy film of a different type. But "chicks" do like that film, too. I know straight men who like that film as an interesting look at a sub-culture.
To answer your question, I'd say anything goes. Please don't hesitate to say what kind of "guy show" we're referring to.
Likewise for women's shows.