Brony should refer to either gender, and, in my mind, is more official than Pegasister. I suppose if somepony wanted to be called a Pegasister instead of a brony then that's their opinion, but brony works well, too. I would rather be called a Female Brony. Even if it is a combination of "Bro" and "Pony," "bro," in slang form, can mean a person in a group. Such as a group of friends might call eachother "bros" even if there are female members. They aren't genetically related, but they still refer to eachother as bros.
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