[southblue]

Since the invent of evictions in the first week, I think to be a first-evictee a HM must either have a boring character with little substance or a bad or cringe-worthy VT which they fail to live up to.
Taking this into account, it is not surprising that the first evictees are female. It is a lot easier for females to get into the house based on their looks alone. Men (generally) must have some kind of quirk in order to get past the audition process.
If you look at some of the recent first evictions:
Stephanie (BB9) - Wannabe, serial RTV contestant with nothing else going for her.
Shabnam (BB8) - More of the same. Talentless, wannabe famous for the sake of it.
Bonnie (BB7) - I thought she could have been a good HM. However, didn't really come out of her shell (suitcase twist could have been a big factor here) and didn't live up to her VT.
Mary (BB6) - I actually liked Mary, but she did come across as boring compared to her VT
Vanessa (BB5) - We had to wait right up until about week 5 to get a proper eviction, but the theory still holds true.
Anouska (BB4) - Victim of silly nomination twist so bit of an exception
Lynne (BB3) - I think the HMs themselves voted for her to leave.

Most of the above are either forgettable characters, or fame-hungry nobodies. I'm not saying that there haven't been any male HMs that fall into the same category, but most have some kind of character trait which is interesting enough for some of the public to want to keep them in.