I've always been a little puzzled by transsexuals. I think of myself as male because of the obvious physical evidence; I don't have any internal feeling that it's somehow "right" for me to be male (or wrong, for that matter). It's not that I'm indifferent; I'm actually quite comfortable with a lot of aspects of being male, and happy playing a lot of male roles, and if it were easy to choose one's gender I would certainly not choose to change (though if it were very easy to switch back and forth I'm sure I'd try out being female for a short time). I can easily imagine someone having other preferences than mine, though, and wanting to be female. But transsexuals almost never describe things in terms of wanting to be the other gender, they claim to somehow know that they really are the other gender (interesting critical discussion here). Of course, this could be strategic (people are generally hostile to the idea of others doing non-conforming things involving sex and gender simply because they want to; think of how the anti-gay crowd pushes the line that homosexuality is a "choice," as if that would somehow make it wrong), but the impression that I get from what transsexuals say or write is that that wouldn't be the whole story.
There are surely a lot of things going on here. For one, being a cisgendered male is a position of some degree of privilege, and so the invisibility of privilege is operative; in many cases being a member of a privileged group is usually not conceived of as a special part of one's nature, but rather just as being normal and something one doesn't think about. I believe women are more likely than men to view sex as an essential property (in the philosophical sense), probably for this reason. I'm generally skeptical of essences on philosophical grounds, so to the extent that this is what's at work, I suppose I tend to think that this is one more tiny example of the numerous ways in which the privileged are advantaged; they are less tempted by faulty metaphysical views about themselves.
On the other hand, there's a reason so many philosophers for the past few centuries have set themselves the task of tearing down Cartesian dualism; it's incredibly seductive. Maybe despite my materialism, my tendency to view my sex as non-essential owes more than I would like to admit to some lingering tendency to think of my mind as the "real me", and my body, where my sex resides, as just something that happens to be attached to my mind.
So, which is it? Am I still a closet Cartesian, as Rorty thought all of us analytic philosophers still were, or am I just a good anti-essentialist? I'm really not sure.