Scientific American has an article on the continuing debate, His Brain, Her Brain. An excerpt:
Several intriguing behavioral studies add to the evidence that some sex differences in the brain arise before a baby draws its first breath. Through the years, many researchers have demonstrated that when selecting toys, young boys and girls part ways. Boys tend to gravitate toward balls or toy cars, whereas girls more typically reach for a doll. But no one could really say whether those preferences are dictated by culture or by innate brain biology.
To address this question, Melissa Hines of City University London and Gerianne M. Alexander of Texas A&M University turned to monkeys, one of our closest animal cousins. The researchers presented a group of vervet monkeys with a selection of toys, including rag dolls, trucks and some gender-neutral items such as picture books. They found that male monkeys spent more time playing with the “masculine” toys than their female counterparts did, and female monkeys spent more time interacting with the playthings typically preferred by girls. Both sexes spent equal time monkeying with the picture books and other gender-neutral toys.
Because vervet monkeys are unlikely to be swayed by the social pressures of human culture, the results imply that toy preferences in children result at least in part from innate biological differences. This divergence, and indeed all the anatomical sex differences in the brain, presumably arose as a result of selective pressures during evolution. In the case of the toy study, males–both human and primate–prefer toys that can be propelled through space and that promote rough-and-tumble play. These qualities, it seems reasonable to speculate, might relate to the behaviors useful for hunting and for securing a mate. Similarly, one might also hypothesize that females, on the other hand, select toys that allow them to hone the skills they will one day need to nurture their young.