After a quick I have not found a single instance of a hero/villain that changes genders between public and secrety identity. Something along the lines of Ranma 1/2 or the Sailor Starlights. Imagine if Billy Batson said shazam and instead of becoming Captain Marvel he became Ms. Marvel(Marvel Comics).
There's Blue Snowman, The original Dr. Poison and Red Tornado (Ma Hunkel). Those are all I can think off, unless we count stuff like with Wanda Langkowski (when Walter Langkowski was briefly a woman) and/or shapeshifters like Mystique, who from time to time assumes the opposite gender.
@Joygirl: you should and start with the heroic male skrull that fell in love with a lesbian so he shape shifted into human woman and started identifying as a woman. Even when she shifted back to a skrull it was now as a female skrull.