“Red John thinks of himself as an artist, a showman, he has a strong sense of theater” and “Red John wouldn't risk capture just to taunt me.”
- Patrick Jane , Pilot episode.
“I am pretty sure Red John is not a woman”
- Patrick Jane, Season 6 episode 1
The assignment "Red John" was given to the serial killer by the police and public. The nickname itself deceives us from the first episode, making us assume blindly that Red John is definitely male. Kristina Frye is both a strong mental mastermind and a persona fitting the serial killer's identity. She shook hands with Patrick, she was erased from the equation in the most sloppy way possible (Comparing it to Patrick's thoroughness) and she found numerous opportunities to mock and play with Patrick in a friendly way. She was "abducted" by Red John and the similarities to things Red John minions have said are immense.
http://www.youtube.com/watch?v=eiRGU_RneLM @1:50 Exact quote of McAllister in S6E8.
http://www.youtube.com/watch?v=Y97GV22SVWk @2:40 Last thing we ever heard of Kristina.
There's no real proof that the so-called list of 7 suspects includes Red John and frankly excluding all female suspects was the biggest goof in my eyes. Kristina Frye remains the most probable suspect for myself and I'd be really delighted if she indeed is Red Johnette.