I don't fantasize myself as being male at all. (Although I do think it would be cool to stand and pee once. Just once though.)
I don't really have any issues, myself, with being female.. the issues stem from societal parameters that favor men. When I was younger, I translated that into "Damnit, if I was a man I could play football.." but as I've grown older, I realize that people don't care what should be, only what is. So I work around it now. It could have easily blossomed into resentment, but it turns out that I related more to men than I did women growing up, so since most of my friends were male at the time that resentment never really blossomed. Glad thing it didn't either, it looks ugly on people. Society is lazy and stunted in the intellectual field, not men.
I do remember thinking of myself as superheroes as a kid, but I would always be the female version of it. I would be Iron Man, Samus-style. I would be Batman, only I'm a female.. but all of the personality quirks and such would be there. I'm fairly sure I was even asexual most of the time--I didn't ever assign a gender to the position.. I just made very little differentiation between the two genders, and I still find them to be very closely linked.
I don't get offended when people have mistaken me for male before in the past.. there's nothing offensive about that. But I don't really want to be one at all, I am fine with who I am and I always have been. My problems seem more to stem from other people assuming I want to be male because I do x or think like 'a man' to them. People have a hard time believing there are people very sure of themselves and what they want.. so when I say I have a slightly violent side to me since I have no qualms fighting for those I want to protect, they assume I think like a man because of that. To me, this is a human instinct, not a male instinct, although it is certainly predominately displayed in men since society sort of nurtures it all to be that way.
A mistake I made when I was younger was dressing like a man to be treated like one. It worked. In high school and throughout some of college. Then it stopped working. As guys got older, they either didn't care all what I wore or they still knew I was a girl beneath those clothes.. so guys who wanted to flirt were going to do it no matter what I wanted them to do. I cannot control their actions. So, it has only been recent in my life where I have been developing my own 'style' of clothing, since I used to tailor that to meet my needs via what others thought of what I wore. It's been a pretty fun experience to create a style of my own.