I have heard many men call female characters a Mary Sue. The only time I’ve ever heard anyone call someone a Gary Stu is in a sad desperate attempt to defend their use of Mary Sue.
I previously linked to a good example of the term in use, but here are some pull quotes from the reviews for your reading pleasure:
Ok, now I’ve heard it once.
If you can show me that Mary Sue isn’t used far more often than Gary Stu, I’d love to see it.