For most of us researching in English speaking countries such as Canada, United States of America, United Kingdom, Ireland, and Australia normally the male line is the easiest to research. Often the male's surname doesn't change through their life, the men are the ones with long term occupations and they are the poor souls that are drafted or voluntarily join the military to fight in the wars. Simply put, males, in our patriarchal society, seem to have the most records.
But if you are only researching the male line then you are missing out on 50% of the family, 50% of your heritage and potentially a whole bunch of information on the lives of your ancestors.
In my own case, I've always researched the female lines along with the male lines. On many occasions the documents found for the women have led to additional clues as to the whereabouts of missing male ancestors. Sometimes what has been found has been eye opening. One example was the discovery of the separation agreement between Wills Frederick Knox and Submit Howe that was recorded on 5 Mar 1824 in the "New Brunswick, County Deed Registry Books, 1780-1930" collection on FamilySearch.org. Because I was looking for her information I was able to find one of the key documents needed to prove a relationship between her, her brother, and subsequently to her father, Lt. Caleb Howe. Out of that discovery I also took the opportunity to learn more about the history of property when it came to women living in the British Empire. You see, she couldn't receive the land she brought into the marriage but instead, upon her separation, her brother had to be the party of the second part to get the land for her. Strange but that is how it was written in the document.
So to answer the question, "Shouldn't I also be researching the female lines?", the answer is a resounding: