Is touch sensitivity higher for females? I read a long time ago that in a study of two-week old infants response to touch, the female babies were far and away more sensitive. In most gender comparisons, there are the familiar "two humps" in the distribution of responses, but in this case, the male and female response ranges did not even overlap: the most sensitive male infant was less sensitive than the least sensitive female. 

Has this sort of difference been shown in more recent research and with other age groups? It seems to me that it would have to be innate, because two weeks is not a long time to be affected by cultural differences. I would think that this difference would persist with age, and would explain a lot of the difference in how men and women function during sex, or any sort of intimate touch.
Short answer
Females are more sensitive to some, but not all somatosensory stimuli. Males are either less sensitive, or as sensitive as females.

Background
A normative study by Blankenburg et al. (2010) determined reference values for a battery of somatosensory tests including cold detection threshold (CDT); warm detection threshold (WDT); thermal sensory limen (TSL); cold pain threshold (CPT); hot pain threshold (HPT); pressure pain threshold (blunt pressure, PPT); mechanical pain threshold (pinprick, MPT); mechanical pain sensitivity (pinprick, MPS); wind-up ratio (WUR); mechanical detection threshold (MDT); vibration detection threshold (VDT) in male and female subjects in the age range of 6 - 16 years. 

Girls were significantly more sensitive to CDT, WDT, TSL, CPT, HPT and PPT.

No significant difference was found for MPT, MPS, WUR, MDT or VDT.  

However, the authors note that some of their findings did not match that of other studies. For example, better thermal detection in female than in males as found in their study matches the data in adults of previous studies, but did not match other studies that also used kids. The lack of sex-dependency of mechanical pain sensitivity contrasted other studies in children and adults.

I would suggest reading Blankenburg et al. (2010) for more details.

Another study showed female infants to have lower electro-tactile thresholds (are more 'sensitive') than age-matched males (Lipsitt, 1959).    

References
- Blankenburg et al. Pain (2010); 149: 76–88
- Lipsitt, Child Development (1959); 30(4): 547-54