a song of ice and fire - Female bastards in Game of Thrones

Let's start with a comment on the surname. The surname of a bastard is not necessarily "Snow". It is in fact depending on your place of birth. In the North, bastards are called Snow. In the Riverlands it is Rivers, in the Vale Stone, in Dorne you will be called Sand and so on. There is a list of the different surnames in the Wiki of Ice and Fire, but you will want to avoid it, as the article contains spoilers and it is tempting click the links to read further spoilers.

The link can also answer your question: Female bastards are not killed off (at least not in general), as we know several living female bastards. There are a couple of female bastards that are known. I expect at least one of them to appear in Season 4. I put the ones that appear in the book in spoiler tags:

There is a girl called Mya Stone, living in the Vale. She is the bastard daughter of Robert Baratheon and appeared in book one. Her role was not important in that book, but she appeared later again, we still have to see, what happens to her in the TV show.
Then there are the "Sand Snakes", a group of bastard daughters of Oberyn Martell from Dorne. The mother of one of them (Ellaria Sand) is also a female bastard, I expect that she appears in Season 4, probably with one of the Sand Snakes (But I also expect that for the TV series they merge those characters into only one or two).

But you have already seen a female bastard on screen: A bastard daughter of Robert Baratheon was killed in the first episode of Season 2. Yes, she was killed off, so strictly speaking she does not count as an example. But the reason that she was killed was that she threatened Joffrey's claim to the throne, not because she was female. Had Robert lived, she could have lived herself under the name Waters (as bastards are named in the Crownlands and King's Landing).