Gonzo gets called a girl OFTEN... I think it's because he prances. He is very flambouyant. The fact that he only wears blue/green stuff doesn't seem to make a difference.
So far, I think only one person has called Fozzie a "she", and the person didn't seem too bright. :3 I suppose he's just a manly man.
I would definitely look for something pink or purple, preferably flowery or with hearts or something. Rogz sells a lot of cute collars/leashes/harnesses in girly designs for under $20. Lupine also makes some pretty, girly stuff that isn't expensive.