I think it still does matter if you are male or female when doing online business, which is why so many women act gender-neutral or pretend to be male. Unfortunately the Internet is still viewed by most as a men's club, IMHO. Hopefully this attitude will change. Of course there are some businesses that customers do want a woman in charge or at least feel more comfortable with, but I find the majority of users assume you are a man unless you make it clear you aren't.
In a lot of ways, it's a level playing field out there, which is not the case in the brick-and-mortar world where you can't pretend to be something or someone other than you really are. As long as you don't pretend to be someone you aren't for a malicious reason, like trolling for kiddies

, I don't see anything wrong in letting people assume you are a male when you're really female or taking the extra step and assuming the role. You may find though that at some point you have to "out" yourself and that can be risky and lose you clients if they feel this is a dishonest thing to have done.
Taking this thread to a slightly different place, since I've rambled on and started talking about it, do people think it's wrong to pretend to be something you're not (e.g., male instead of female, old instead of a teen, etc.) online???? I'm interested in others opinions on this part of the overall issue if anyone else would like to share (thanks to those who have already stated their position) ...