Dude, she's still wearing pants. Unless there's a drawing where she strips completely she could be a shemale for all I know. And I'm pretty sure nobody would be willing to draw that...

Since I couldn't fit this all into one post:

--The fact that all the classes in TF2 share their 'changeroom' (Supply Room). If the Pyro was a girl, she would probably have to be pretty confident with her... assets.... as well as showing them off nude to eight other supposedly single warrior dudes who, conversely, all seem to be sociopathic murderers. Meh, I don't think so.
--The Pyro is sociopathic. Just because he has a flowery pink purse in his locker doesn't mean he's a girl. He probably doesn't know, or care, about the difference.
--Why would Valve get a guy (Dennis Bateman, voicing the Spy as well, how ironic) to voice a girl?
--Anyone can see that the Pyro in-game does not look like he has a pair of jugs. Nor are his hips any wider than his waist. Nor are his shoulders less broad than all the other guys. Maybe the fire-retardant suit masks this, but still.
--8 dudes and 1 dudette. Either it's a really dirty joke, or a total imbalance.

In any case, I guess my rant has destroyed the discussion a bit, huh?

Honestly, I'm pretty sure the Pyro was planned as a guy, not a gal. Yes, I wouldn't have minded that the Pyro was a girl, but a sociopathic pyromanic seems to be more befitting of a male rather than femal role. No, I'm not being sexist, saying that girls don't deserve to be sociopathic pyromaniacs. It's their choice. But there's just so much there that says the Pyro is not a girl, it's hard to ignore.