Well, I suppose you could look to Terry Pratchett. He deals with this concept in his own way, due to the golems in his work being like the Warforged of D&D in many respects; they were originally products, but now their "foundry" has been destroyed and they are working towards becoming their own individuals.
But more importantly to this specific topic, most Discworld golems look and act totally sexless. There are several "main character" golems, including Constable Dorfl, and several of them are referred to as "it" except for one particular golem, who takes on a more feminine persona and to some degree personality. At one point, those most in contact with the golem question why, but then they decide that assuming a golem is automatically a "he" unless they decide to take on an actively female persona is actually unfair, since they're sexless in gross anatomy and often in personality. (Many don't appear to have much personality outside of their jobs and their desire to free other golems. The main character golems, however, tend to have specific identifying personality characteristics, such as being an active atheist in a world where proclaiming yourself to be such will normally get you a lightning bolt that will incinerate you and leave only your boots behind, but are still ones that don't necessarily have anything to do with gender) In other words, the golems are mostly being viewed as masculine only because they don't present themselves as being feminine.
In other words, you could just say that the Warforged are "its" by default when they come out of the factory, and maybe take on personalities over time which could be described by convention and/or self-description as being male or female, based on personal preference and perhaps to some degree on physical body type and their own apparent anatomy, as well as any other characteristics that would "identify" them as being a specific gender, had they been a normal humanoid race. Quite possibly, more than a few would remain somewhat neuter in the sense of not attempting to project any personality characteristics as having a gender-based association, or even would have a persona that has mixtures of elements typically associated as being male or female and would fall under categories better described in Wikipedia's articles on the subject of humanity and our definitions of gender. (Trying to claim just one or even a few might be bad, but trying to explain how we decide what gender we are is a weird thing and it's hard to say where Eric's Grandma Rule to dictate certain usages be avoided begins and ends at some levels of description, though in many cases they are ones actively taken by those belonging to certain groups to describe themselves...)
How they would choose to present themselves in terms of gender would be a pretty good way for them to make a personal statement about how they view the world, but I suspect, just like several other posters, that many would end up with one based on the people around they are in contact with most often or who they decide to be most influential, though certainly there would be some variation and individual choice would still probably play a large part. If the warforged is mostly around other warforged who don't have much contact with humanoids, but particularly if the warforged spends most of their time around those other warforged who are emphasizing their construct nature, it'll most likely be neuter. One who lives around women would be more likely to take up a more feminine persona and one who mostly interacts with men a more masculine one. One who lives around changelings might create a persona more inline with a changeling's fluid definition of their own gender and have one that combines traits associated with masculinity and femininity somewhat freely.