Let us examine all of the evidence. Birdo, Boy or Girl?

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Birdo: Gender Pretender
Specials

Under the red bow, diamond ring, and pink scales is one very confused dinosaur.

In Japan, Birdo (known as "Catherine") is a guy who thinks he's a girl. American gamers got a glimpse of Birdo's true self in the Super Mario Bros. 2 manual, which said, "He thinks he is a girl and he spits eggs from his mouth. He'd rather be called 'birdetta.'" After Birdo's small role in Wario's Woods, Nintendo of America put the kibosh on the idea of a transvestite dinosaur when Mario Tennis (N64) simply referred to Birdo as a female.

Birdo remained a female in the U.S. from Mario Tennis (2000) up to Super Smash Bros. Brawl (2008). Directed by Kirby creator Masahiro Sakurai, Brawl included a Birdo trophy, just like Super Smash Bros. Melee. Unlike Melee, however, Brawl's Birdo trophy description was unsure of the gender: "A pink creature of indeterminate gender that some say would rather be called Birdetta." The description went on to refer to Birdo with the vague pronoun "it."
Bird calls

Birdo's voice has changed about as much as her gender. Although she is supposed to be a male in Japan, Birdo had a feminine voice in all versions of Mario's Tennis (N64) and Super Mario Advance. Starting with Mario Golf: Toadstool Tour on the GameCube (2003), Birdo only uttered low-pitched, nasal squawks. More recently, Captain Rainbow featured Birdo with a masculine voice.
Bird watching

Here's a list of Birdo's bigger roles, including any gender references.

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Yume Kojo: Doki Doki Panic - FDS, 1987

* Birdo first appeared in Doki Doki Panic, where she was named 「キャサリン」 (Catherine).
* Manual profile: 「自分をメスと思いこんで口からタマゴなどをはくヤツ。キャシーと呼ぶときげんがいい。」 (Translation: "He thinks he is a girl and he spits eggs from his mouth. He'd rather be called 'Cathy.'")
* Birdo became part of the Mario universe when Doki Doki Panic was converted to Super Mario Bros. 2 for a U.S. release.

Super Mario Bros. 2 (U.S. version) - NES, 1988

* Manual profile: "He thinks he is a girl and he spits eggs from his mouth. He'd rather be called 'birdetta.'"
* Note: The names "Birdo" and "Ostro" were switched in the SMB2 manual and game ending. These errors were fixed in Super Mario Advance.

Super Mario USA - NES, 1992

* From the "Catherine" enemy entry in the manual: 「自分を女の子だと思こんでいて、キャシーと呼ぶときげんがよくなる。」 (Rough translation: "He thinks he is a girl and would rather be called 'Cathy.'") The Japanese word used here for "thinks" is omoikomu, which roughly means "wrongly believes."

Wario's Woods - NES/SNES, 1994

* In the U.S. manual, Birdo is known as "Catherine," her Japanese name. Most likely due to lazy localization.

Super Mario RPG: Legend of the Seven Stars - SNES, 1996

* No gender specified.

Mario Tennis - N64, 2000

* U.S. manual: "Her speed lets her move around the court with ease."
* Birdo has a feminine voice in all versions of Mario Tennis.

Super Mario Advance - GBA, 2001

* In this remake of SMB2(US), Birdo has a feminine voice in all versions.
* SMA also introduces Robirdo, a giant robot version of Birdo that replaces Mouser in World 3-3.

Super Smash Bros. Melee - GCN, 2001

* Part of the U.S. trophy description: "First seen in Super Mario Bros. 2, Birdo is known for shooting eggs and fireballs from her mouth."
* Part of the Japanese trophy description: 「自分を女の子だと『思いこんど』おり、゛キャシー゛と呼ばれるとごきげんになる。」 (Rough translation: "Catherine 'erroneously' thinks he's a girl and likes to be called 'Cathy.'").

Mario Golf: Toadstool Tour - GCN, 2003

* In the U.S. manual, all the female characters have a pink dot behind them, including Birdo.

Mario Kart: Double Dash!! - GCN, 2003

* U.S. manual: "Birdo's decked out in her favorite bow and ready to race!"

Mario & Luigi: Superstar Saga - GBA, 2003

* Popple pauses before calling Birdo a dame: "This, uh...dame passed my audition perfectly, see? She's my all-new, bigger and better rookie, Birdo!"

Mario Superstar Baseball - GCN, 2005

* U.S. game profile: "A dinosaur that spits eggs from her huge mouth. Birdo is very particular when it comes to fashion, though her reliance on the color pink is a bit limiting. Her bow and ring are her pride and joy. Birdo's mouth has massive suction that can even catch a ball by sucking it in."

Mario Party 7 - GCN, 2005

* No gender specified.

Super Mario Strikers - GCN, 2005

* Though the U.S. manual avoids assigning a gender to Birdo, the Spanish manual adds a small twist to her description: "Cuando tiene el balón y está atacando, Birdo siempre supone una seria amenaza. Si buscas un compañero capaz de meter goles, Birdo es tu hombre... bueno, o mujer." (Translation: "When in possession of the ball and on the attack, Birdo always poses a serious threat. If you're looking for a sidekick who can score goals, Birdo is your man... well, or woman.") The Spanish website uses the same description.
* Game: No gender specified.

Mario Hoops 3-on-3 - NDS, 2006

* No gender specified.

Mario Strikers Charged - Wii, 2007

* The official European web site says, "Birdo's shooting is also feared by most goalkeepers, as he can score at will. His Extreme Egg can beat any goalie, resulting in quick goals."
* Game and manual: No gender specified.

Itadaki Street DS - NDS, 2007

* [?]No information available.

Mario Party 8 - Wii, 2007

* Manual: No gender specified.
* [?]Game: No information available.

Super Smash Bros. Brawl - Wii, 2008

* U.S. Birdo trophy description: "A pink creature of indeterminate gender that some say would rather be called Birdetta. A big ribbon on its head is its most distinguishing feature. In Super Mario Bros. 2, you can return fire on Birdo by jumping on the eggs shot from its mouth. Be careful not to get psyched out by fake-egg fireballs!"
* [?]Japanese trophy description: No information available.

Mario Kart Wii - Wii, 2008

* No gender specified.

Mario Super Sluggers - Wii, 2008

* Manual: No gender specified.
* [?]Game: No information available.

Captain Rainbow - Wii, 2008

* As heard in the first trailer, Birdo has a masculine voice. One of the subtitles says Atashi wa Kyasarin ("I am Catherine") -- the pronoun atashi is primarily used by females.
* Early on in the game, you find "proof" that Birdo is female, but the item is censored with a large question mark.

Source: http://themushroomkingdom.net/birdo.shtml