Eon and its sequel, Eona. These are fictitious books that you may find in the teen or young adult fantasy section of your bookstore. I loved these books so much that I couldn't put them down once I started reading them. While gender isn't the whole theme of the books, there is a lot to do with gender roles, being transgender, being forced to be someone you're not, forbidden love and more. The author is amazing, too. I picked up the first book on a whim, and had finished it and bought the next one by the next day.
The main character (Eona) is living as a male, despite being female. She's a very strong protagonist, and a wonderful portrayal of women not being weak or incapable. It is by necessity that she is living as male, not by her choice.
Another prominent character in the books is a two spirit woman (Lady Della). The second book, especially has a lot to do with her. She's really a great character, full of depth.