Probably the easiest way to access various data sets is through CBioPortal. Its a front end on to the TCGA data. Now it mostly just allows access to summary data and you have to do specific queries on specific datasets to get mutation information, etc. But it is easy to use. If you want to do larger scale analyses they have a REST API you can access.

I have some rough Python scripts for some specific analyses I have done that way that may be somewhat helpful: CBioPortal-tools

An alternative is downloading the data from NIH's genomic data commons portal at

https://gdc-portal.nci.nih.gov

They provide both an API and a web interface.

You can filter patient data files by gender, age at diagnosis, vital status, etc.