I thought about this for awhile last night. It goes deeper than interests. Sure, many men (maybe the majority) want to be strong, slay the dragon and save the princess... be men of action, like Superman or James Bond. But many men don't fit that mold. Some men actually like shopping or cross stiching. And I doubt gay men would want to "save the princess" (though I wouldn't know, not being gay myself.) Also, many women have interests that ARE considered predominantly male interests, such as sports, woodworking, or working on cars. But I still think women like Mia Hamm are still pretty darn feminine and attractive.
I read somewhere recently (I forget where... the wiki maybe) that gender roles are a cultural/social construct. I'm sure our definitions of masculinity here in the U.S. differ drastically from definitions in other countries. Most guys here would feel quite un-masculine wearing a kilt but guys in Scotland seem to think it's fine. For now I've concluded that to a large extent, being male means you identify yourself as such and would like to be accepted as such in your culture by meeting at least some standard of masculinity. (Vice versa for females.) I could imagine that if it was considered masculine to wear hot pink in some hypothetical culture, young boys would want to wear pink over blue. It sounds oversimplified, I know. But I think this is why, like Dennis, I can feed most of my interests but still have an overwhelming need to be male physically and to be treated as such.
I do acknowledge that there are commonalities in gender-definitions across most, if not all cultures. Men usually have a need for significance, respect, competition, adventure, and the "thrill of the chase" in courting a lover. From what I've heard, read and observed women usually have a need for feeling beautiful, having meaningful relationships, security, and romance (being pursued by her knight in shining armor). But this isn't true across the board as many people who are quite secure in their gender-identity don't fulfill all those checkboxes.
Hope that all made some sort of sense.
Joseph
(slightly modified from original after more thought)