Have you ever thought of finding out which demographic group perform search for specific phrases? If you do, Microsoft adCenter Labs Demographics Prediction tool may answer some of your questions.
I am not sure where does Microsoft get information from searchers although definitely it’s not impossible to mine it (performing searches while still logged in to your MSN account).
For the keyword shopping, 67% who use this as search phrase are women and 33% are men. Meanwhile, 63% of searchers of “iphone” are men and 37% are women.
If we assume this is accurate, this will help us in keyword research, as discussed in the brilliant post about advanced keyword research by Hamlet Batista.
Have check of it yourself.