Most of what I watch is Shoujo, I am a girl after all.
And since you said not to, I won't get too much into the Shounen-ai and Yaoi, but I do enjoy watching it alot. Mostly Shounen-ai through, (Yaoi freaks me out sometimes) since it shares alot of the elements of typical Shoujo, it's just that the female lead is replaced by a male one. Gravitation and a few other series come to mind there, where the main male character, usually acts more like a girl. And that's the part of the appeal for girls.
Anyway moving right along. ^^
Speaking about Shoujo and Shounen in strickly broad terms here, since the two genres overlap and intermingle with eachother these days.
I think it's to do with the drama, emotion, sensativity and involving characters that Shoujo anime has, which alot of the classic Shounen anime lack.
Simply generalising here, but Shounen anime usually is more concerned with action, and the characters aren't incrediably developed or interesting and most are more into acheiving superficial goals, like winning a fight/race/match etc. instead of developing interpersonal relationships or finding themselves. Intial D comes to mind here, the characters are all to involved in car racing, it's pretty much all they speak about, and in the episode I saw the other night this girl was leaving some guy because she wanted to get her driver's license. I mean come on.
I may be biased about this series, since I don't really like it nor really watch it so I hope I haven't offended anyone. Just used it as an example.
Since newer Shounen series are overlapping more with Shoujo, series like Naruto, Bleach, Fullmetal Alchemist even Inuyasha are usually enjoyed by a female and a male audience equally, since both elements that make both genres enjoyable are combined together.
And also, female and male manga-ka nowadays don't stick to either genre anymore.
There's Hiromu Arakawa, manga-ka of FMA, and of course, Clamp's launch into Shounen manga with Chobits/Angelic Layer, and Tsubasa. The gender/genre lines are blurring. But I've yet to hear of a male manga-ka writing Shoujo yet.
Anyway. It could also be because of the the element of fantasy (we all like to lose ourselves in fantasy sometimes), or larger than life situlations that these characters face, that's so promident in Shoujo anime. Think X, Tokyo Babylon, Ayashi no Ceres, Angel Sanctuary.
Themes such as predeterminded destiny, and trying to overcome it are age old themes, but still interest us.
Each genre has it's appeal, I just think Shoujo tends to touch and move us more emotionally, since it taps into our emotions.
As VIZ describes it..... "It's to the heart of the matter."