Why do you want a Masters? If you want to teach and/or do research, then a Masters is one way to a PhD, good. However, you might find that having a job for a couple of years helps you decide with direction to go in, and in industry, experience makes you more employable than a Masters with no experience. Sometimes employers will also pay part or even all of your degree, if it supports their business.
Otherwise, if you can't find a job in this economy and want to stay in school, then a different Masters in an area that interests you helps to broaden your appeal to employers. Not knowing your interests makes me hesitate to suggest one of many. My father-in-law, for example, went to law school after his engineering degree, a classmate of mine went to medical school, many paths are open to you.
And being female? I have seen women engineers in many engineering fields, although there tend to not be as many as the men, but they were just as fully capapable and good to work with as anyone else.