Possibly this:
create procedure myProc
--Params
@CITY VARCHAR(100) = NULL,
@GENDER VARCHAR(100) = NULL,
@AGE VARCHAR(100) = NULL
as
SELECT NAME FROM [TABLE]
WHERE ISNULL(CITY,'')=ISNULL(@CITY,ISNULL(CITY,''))
AND ISNULL(GENDER,'')=ISNULL(@GENDER,ISNULL(GENDER,''))
AND ISNULL(AGE,'')=ISNULL(@AGE,ISNULL(AGE,''))
go
Assuming the columns in the WHERE clause are nullable, using ISNULL to avoid null comparison.