There's a turtle, an angry pink cloud (a.k.a Unzan ) and Rinnosuke. There's also Youmu's mentor, mentioned in two and a half lines in the manual and disappeared at an unspecified point in the past.
There are also said to be human villages and towns within the realm of Gensokyo so i would assume both sexes live within them. Why they havn't been seen is simple, they aren't interesting. ZUN makes the games and if he wants girls then he gets them, i wont complain :)
ZUN has mentioned that there are in fact an equal number of men and women in Gensokyo. However, it appears that none of them have any special powers (for example, flying, shooting danmaku, etc.) although he did joke that Rinnosuke might have Spell Cards.