If you're roleplaying, it really shouldn't matter. If you're not roleplaying, well, I'm probably not grouped with you.

I'm not playing a female character for some perverse thrill, it's because the concept is female. I do find "romance" fairly tedious to roleplay, so it lets me skirt some of these issues.
As to the dressing of a character, it's pretty damned hard to make a female costume that is not a) ****** trashy or b) bulky (suit, baggy armor, whatever). I've tried to keep Kitten's outfits classy.