ApoxyButt begs the question: sure, you can do all sorts of tests that show that on average, men have better spatial orientation than women. However, this says nothing as to the cause thereof: nature or nuture? In other words, genetic or learned/cultural?
The very fact that there are females with outstanding spatial reasoning, and males who are lacking (my husband is one of them), points towards this gender difference being a culture-related thing.
Think about it. Traditionally and stereotypically, boys are encouraged to play physical sports, play computer and console games, and to play with building toys. Girls, on the other hand, have typically been discouraged from playing physical sports, from playing electronic games that build spatial sense (shooters and the like, usually somewhat violent), and from playing with building toys (instead, they are encouraged to play "house", to play with dolls, etc.).
Fortunately, there are parents out there who do not raise their children in this fashion. My parents were one of them. I had lego bricks, and lots of them. Sure, I played with My Little Ponies, but I also played Super Mario Brothers, Spyhunter, and The Legend of Zelda. I had sword fights with the kid next door. My dad taught me how to use firearms.
I've heard of the experiment with the cups and the water, only it was in a Discover magazine. They found that people who worked in restaurants and the like were more likley to draw the water line as about to spill over, whereas people in calmer jobs (bank teller, for example) usually drew it level. Go figure.
So the next time you're playing with your daughter or niece or friend's daughter, remember that you have to start early, and engage them in something that will build their spatial sense.