"The First Rule of Knitting Circle is, you tell everyone about Knitting Circle."

Fight Club showcased the deviant behavior of a group of men. What if it had centered around a group of women instead? Jill instead of Joe, Tyra instead of Tyler, Marlon instead of Marla.
The simplest, and not coincidentally the most boring answer, is that it would not have to change too much. Violence is considered every bit as deviant as for women as for men, if not more so. A sort of "reverse image" might be constructed, with a women replacing every male character and vice-versa.
More realistically, however, there would be changes. A film involving women beating each other up? There's not an advertising director anywhere in the world that could possibly resist slapping the word "catfight" all over every copy of the film. Sexuality would no doubt play a much more prominent role in the film than in the book, simply due to Hollywood standards.
Fight Club might not even remain a fight club. There's a popular conception that women are less violent than men, and a film or a book that doesn't fit people's stereotypes won't be received as well. My facetious title aside, I am not sure what activity would be selected to replace violence. The violence and terrorism might simply be gentrified - the violence would have the blood removed, and the aftermath might be reduced to mere bruises. The terrorism would have the destruction downplayed in favor of the comedy - the pigeon assault and rolling globe are definite candidates here. In short, it would probably become a Frankinsteinian assemblage - the plot of Fight Club with the production values of Charlie's Angels.
Turn up the cheesecake and turn down the blood. It'd turn a film that had most of its message left intact into another piece of low-grade entertainment. It may not be right, but that's how Hollywood would treat females in this piece.