Apart from the pressure to look good at all times, the more insidious and difficult things for me are dealing with some of my colleagues, suppliers and reps who automatically assume that because you're a woman, you have no idea what you're talking about, particularly when the subject strays into technical matters.
This can be especially galling when you are the only person in the conversation who seems to know what they're talking about. To me, being patronised is the ugly same side of the coin as having doors held open for you. Learning how to be assertive without coming across as shrill or demanding is also a knack that takes a while to get the hang of.