I've never given names, but I am pretty sure all of mines were/are females.

My wife thinks that the current W124 300D turbo is a man, though...

PS.: I also very much like POS's Damien

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previous:
1977 W123 200D - the slowest car I've ever driven, 500k+ miles when sold
1992 W124 250D - 257k miles when sold
2002 VW Polo 1.4 - 100k miles when sold
current:
1987 W124 300D Turbo - 320k miles