Personally I never send friend requests if I don't already really know the person, I will accept invites from most that I'm marginally friends with, although I try to get a look at their "wall" first to make sure I won't have to deal with any whiny b.s., game requests, chain letters, etc....
As far as women, it depends. If I know them to be very private or stand-offish, I'll approach. No big deal.