As stated elsewhere, Japanese includes several words or word-variants on the same concept to address the culturally important concepts of politeness and formality. This comes strongly from Japanese culture (after the Tokugawa Shogunate period, which had a caste-based society) as a hierarchical and stratified society where class relations were paramount.
Japanese social stratification also occurred along gender lines. Because of this, there is a distinct difference in the way men and women are expected to speak, with some words and constructions considered more masculine and others more feminine. The feminine words are called "onna kotoba" and the speech habits "joseigo". Some examples of this can be seen in the Japanese Pronouns entry. Other examples:
Sentence endings of "wa", "wa yo", "wa ne", "da ne", "no ne", and "no yo" are usually feminine. "Kai", "zo", "to", "ze", "sa" and "yo" are more masculine.
Women often speak in a higher register above and beyond that attributable to physiology.
Women tend to use polite forms of grammar more frequently.
Women tend to omit the copula form "da" in favour of "desu". For men, it is the other way around. However, "desu" is considered to be polite Japanese for both genders; men using "da" in formal contexts would be rude.
In real-life situations, there is considerable variation—and several outright exceptions—to the rules. However, in media, a character speaking in a manner that does not traditionally fit their sex adds a different dimension to him or her that non-Japanese speakers would miss.
In the recent years, linguists and social commentators in Japan have noticed a shift in women's speaking habits. Very few younger Japanese women use so-called joseigo anymore, and the speech habits of anime characters and drama characters do not represent modern-day Japanese women in real life (especially the relatively younger crowd). That is not to say that women's speech habits have become masculine; rather, they have become neutral.
Also, do note that all this is a matter of vocabulary and social usage of the language. Grammatically speaking, unlike, say, most Romance languages such as French and Spanish, Japanese has no concept of gender; indeed, it didn't even have a separate pronoun meaning "she" until European texts started to be translated into Japanese, at which point one was invented (and is now in common use).
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Anime and Manga
Urusei Yatsura: Ryuunosuke Fujinami has been raised to be a man amongst men — handsome, tough, and aggressive. Too bad she's against the idea. However, her father's training has been so thorough that she can't help but slide into the masculine role... a conflict personified when she angrily protests "Ore wa ONNA da!!!" — i.e. "I'm a WOMAN", using the most masculine construction possible.
In an anime episode where Lum finds herself traveling between several alternate dimensions, she finds one where everybody is a polar opposite of their original forms. Thus, Ryuunosuke is now a boy, wearing a girl's uniform, and tearfully proclaims "Atashi wa Otoko yo!" A very feminine way of saying "I am a man!"
Similarly, Ranma in Ranma 1/2 is neither feminine nor particularly polite, and tends towards rough, masculine speech under most circumstances — even in female form.
In Superlink, the Japanese version of Transformers: Energon, Alpha-Q's pale, smiling face speaks in a high (but male) voice and uses female speech patterns. Another face also refers to this face as an "oyama", the Japanese word for a male actor who plays female parts in kabuki. The Alpha Q entity, however, is considered male. (However, as the combined will of everyone on his planet who died when Unicron consumed it, Alpha Q is probably not strictly male or female. note Its "true" voice in the Japanese version is that of a young girl - part of the idea that Alpha Q had a fifth, unseen face that was of the young, humanoid princess of Planet Q. This idea was not used - nothing of it was said and flashbacks show Planet Q to have had a Transformer population - namely, Terrorcons in different colors! The Energon version gives him the Voice of the Legion to support the show's interpretation of Alpha Q as a gestalt entity.)
One episode of The Wallflower features a photographer that for some reason begins to use feminine dialect when he gets agitated. The comments of his assistants indicate that it is a habit of his.
Yubel, the androgynous/hermaphrodite Duel Monster in the third season of Yu-Gi-Oh! GX, is constantly referred to (even by itself) with masculine constructions... which wouldn't be half as bad, except that most of the time, it uses a woman's voice and mannerisms to convey itself.
At the end of .hack//sign, Tsukasa's player, revealed to be a girl, shifts from 'boku' to 'atashi'. The English subtitles make no note of this in any way.
In Naruto, the (male) character Orochimaru tends to speak in the feminine style. Unlike .hack//sign, the American dub addresses this by making him have a feminine voice.
The titular character finishes his sentences with dattabayo, while his mother finishes her sentences with dattebane. This fits with the feminine and masculine; otherwise they basically talk the exact same way.
Rukia Kuchiki in Bleach speaks in a notably deeper voice than most of the other female characters.
Also in Bleach, Yoruichi Shihouin has both a male voice actor and speaks in a very masculine form when first appearing, making it all the more shocking to others when it is later revealed she is a (very attractive) woman. Her companion Kisuke Urahara is the inverse, a man who uses feminine personal pronouns.
In Spirited Away the fact that Haku uses watashi rather than ore or boku is the first clue that he's something other than what he looks like.
Or just that he's very polite and formal. Watashi is a gender-neutral pronoun, in itself. His use of rather dated court-Japanese is a better hint that he's Older Than He Looks.
Given how fluid gender is in Simoun what pronouns are used by what characters varies quite a bit. For the character of Yun in particular, when she switches from 'ore' to 'atashi'
This is a plot point in the first Star Ocean. Phia Mell is a tomboy (and captain of the Astral Guards) who always speaks using masculine speech. Her childhood friend Cyuss is nonplussed when he sees her speaking to him using feminine speech, which clues him in that the Phia he's talking is a fake. Unfortunately, in the translated remake this was glossed over and substituted with a different clue entirely.
In the Kino's Journey prequel OVA Kino speaks in feminine patterns, using "atashi" for "I" during most of her stay in her Master's place, as well as wearing dress and keeping her hair long. After she returns from her first brief journey, her hair has been cut short by the circumstances, and she's shifted to masculine "boku" form, as well as finally being comfortable with her assumed name.
Tomboy Ritsu from K-On! uses masculine speech patterns, and is told to stop doing that when she's cast as Juliet in a school play.
Hinagiku aka Angel Daisy from Wedding Peach uses "ore" and masculine, rough Japanese in general, even in her frilly, feminine Love Angel form.
Ryougi Shiki uses the masculine ore to refer to herself. This is so she won't forget her alternate personality, which was male; he took her place when she died in a car accident two years ago.
Live Action TV
In Heroes Kaitou Nakamura uses 'watashi' in a posthumous video (his own son Hiro has gotten into the habit of 'ore'). "Watashi" and "watakushi" are more formal ways of saying "I." In something like a will, it would seem fitting. Hiro, in season 1, used "boku" which sounds more "boyish." Since his father's death Hiro would had to have felt a need to "man up."
On reaching the Hermit Social Link's fourth rank in Persona 3, Maya tells you about a creepy man in Paulownia Mall (the Devil Social Link, President Tanaka). "You'll know him cuz he talks like a woman" is how she sums him up. The idea doesn't quite make the jump into languages without such enforced masculine/feminine speech patterns.
In Remember11, where Kokoro (a woman) and Satoru (a man) have their minds swapped randomly throughout the story, their companions eventually learn to tell which personality is currently in control by listening to their manner of speaking.