Depends on the woman and it depends on how long and short you're talking. However, if you're talking like a Pixie cut for short hair, then long is definitely better. I've never seen a Pixie cut look good on anyone. Really bad haircut.
I think it depends on your face shape and the hair cut maybe also your style and personality. Personally I prefer myself with short hair simply because I think it suits me better (I think I have an oval face shape), if that helps..