I played a young woman named Cordelia in an old WEG Star Wars game. Her father was a pretty well-known bountyhunter and died at the hands of his dead wife's angry brother (also a bountyhunter). Cordelia immediately took on her father's identity in a desperate attempt to keep his legend alive. Since she wore full body armor with a helmet that distorted her voice, no one knew the difference. The campaign died before she got the chance to reveal herself, so it never became much of an issue ingame. The other player only found out about her secret a few years after the campaign had ended. I always liked that character though.
I also played a female aasimar cleric in a pbem. She was pretty fun to play as well. Torn between following the peaceful ideals of her religion and becoming violent in order to bring justice to those who commit evil acts.
I just started DMing a new campaign and there are a lot of important female NPCS. The most prominent, so far, does have a female partner, but the players probably won't notice anything out of the ordinary about her unless they run into her too (a tiefling who runs a weapons store), as the usually gruff NPC softens up a little around her. Awwww.

Neither of them are stereotypical in any way.
That goes triple for the girl from the players' home village who rose as a (good) crypt spawn after being killed, and follows them around sobbing about her condition until they find a "cure". Hehe.
As for my players, I wouldn't let the younger ones play as females because they can barely play human males realistically, and that's what they ARE!
If one of the others wanted to have a go at it I'd probably let them though. It's no biggie, as long as they're going to be serious about it and not turn it into a big (not very funny) joke.
Obviously though, if you play with people that would take offense at someone being allowed to play a cross-gender character, but not them because they aren't as good a player... Better to completely disallow it. It is the DM's call, I suppose. Every group is different, and some won't be able to handle it maturely.
Having said that, I prefer to play male characters, that's what I am, that's what I know best. It's just nice to flex your acting muscle occasionally.