I think it depends on the person and not the gender. If you are some sour and grumpy douche, then you probably don't laugh all that much. Then, you have those that are so overly bubbly and happy, that laugh so much that you want to stick a fork in their head.
It's better to be somewhere in the middle. But, then you get into what is "appropriate humor". I can laugh at some pretty screwed up things at times.