Personally, I've never really considered the gender of the faerie, but that is probably due to me having a different upbringing to you. That is not meant to sound offensive or anything, but I was lead to believe that faeries are basically ****s. Tooth faerie and all.
My grandad was Irish and my nanna was Scottish. Why social services let these people tell you bedtime stories I'll never know. Go the 80's.
The problem with the misconception is down to the likes of Disney. But trust me, Disney do a better story for kids than folklore ever will (psychologically speaking).
Interesting point, though. I see how in modern culture the imagery is probably of a female faerie (blame Tinkerbell), but the modern faerie is also seen as something positive and pleasant. not the horrible nasty bastards that were regaled in twisted stories to me when I were but a child.
"The toothfairy's secret" by me (poem)