Lego gets too caught up in "if we make it pink and sparkly girls will buy it" mentality. While I loved some of the Belville fantasy sets for the magical sparkly bits, they worked just as well in the Harry Potter sets in none pink tones. If Lego would create a subtheme to either Castle or City using either a familiar book series like Madeliene or even create their own story books that use scenes from the books to make sets based on scenes (much like Harry Potter) I think that would be fantastic.
They also need to abandon the different scale thing too, girls have the same dexterity as boys in building things. The larger Belville scale never made sense to me in that if they wanted to add regular Lego sets the minifigs made no sense against the Belville sized dolls. By keeping the scale the same they would open up other Lego collectors (adult males and females) who would buy the sets for the goodies (ie furniture and accessories etc). There are tons of Lego colors now and even I bought a girls bucket to get a few of the newer colors and I think that would be successful for a girls subtheme as well. Keep the fun accessories, a dollhouse type set up, use lots of colors, add in a few more animal molds including maybe some new horse molds in running or jumping positions (like other collectors wouldn't go nuts for those for other themes?!) and possibly book tie ins, there you go!