You know, any advice anyone gives you must come with a warning label. I can tell you that she-males are more emotion driven and he-males are more instinct driven. She likes to talk about problems; he likes to just address the situation and pick up the pieces later. She is more surface emotional; he keeps emotions more introspective. She cries ovr everything - he never cries. She avoids confrontation - he embraces it.
And all of that is true ... And all of that is false.
There are some basic character qualities into which MOST of one gender or the other tend to fall. HOWEVER, as with everything, there are exceptions and, with gender behavior and thought processes, the exceptions are substantial.
It's good to keep in mind that, for the most part, gender differences are tied to ages old rearing attitudes. "Men are the breadwinners. They go out and slaughter the beast to provide for the woman. *grunt*" / "Women are the homemakers. They have the babies, care for the hearth and cook the beast the men drag home. (including skinning and butchering the gutted beast, tanning the hides, and turning them into protective clothing.) Different cultures have grown away from that 'norm' at different paces. In Russia, for instance, men tend to be far freer in displays of emotion and have no shame in crying over something like a romantic song. Women are accorded great deference as child-bearers but are also respected for their brains and abilities. In the Arab world, men tend to cling more strenuously to the "man as the ruler of the world - women are subservient" attitude. And, as recent world affairs has sadly shown, many Arab world men are threatened by a woman strong enough to want to stand on her own and claim her rightful place in the world, even if that woman is a 14 year old girls. Indira Ghandi and her female successors in the political arena nothwithstanding.
In the United States, things are somewhere in between. For the most part, men seem to still suffer from a Tim Allen - "All Men Are Pigs" kind of mentality but women have more voice in society, business, and government than possibly any other nation on earth with the possible exception of Great Britain which long ago conceded that women were as inept at running a government as any man and elected Margaret Thatcher as Prime Minister. (True to form, she did no worse than any recent male predecessor and better than some.)
As you can see, there are a lot of things that come into play when building a character of the opposite sex. But, it is really no different regardless the gender of a character. There is a lot to consider when building any character.
And, of course, to everything I have said, there is an exception. So, if you are relatively new to the "cross-gender" character creation you might want to stick to a more mainstream, middle ground approach at the start and, after you have built your characters' main personalities, flesh them out with more character-centric behaviors.