It is no secret that in the world of manga / anime there are many male characters that have long hair, wear makeup, and some even wear a female top. And some effeminate characters as well. There is a difference between looking like a girl and being effeminate in my opinion. For example, Umichika from Bleach is one of the more effeminate characters ever, and I have no trouble telling that is a guy. There are some that does fall into both categories.
What characters did you at first look either mistake for a girl or had to look twice to be sure?
Akari (Samurai Deeper Kyo) - He hasn't appeared in the anime, at least I don't think he has. (I stopped watching way early) But seeing him in the manga, I swear had they not mentioned that he was a man I wouldn't have ever guessed it.
Souji Okita (Peacemaker) - The way he carries himself in peaceful moments.... If I were never told that he was Okita I would've never guessed it. (I better be on guard with Hakuouki... It's a lot of guys in the series.)
Haku (Naruto) - Don't think I need to say anything here.