I only really role play among friends and, so far, none of my female peeps have been given stuff out of the blue.
I know quiet a few female players and yes, they do all play female peeps.
As for my own, I have more female peeps then male (for a mix of story and test "lets try these sets and put together a random, interesting looking peep for it" reasons.)
The only "zomg a gal!!" comments I get is when I play my tank (Flame Elfling) and, thankfully, no one's tried to hit on me yet :P