I've mentioned this to my Religious Exploration class (UU "Sunday School") on a number of occasions that I believe that Jesus of Nazareth (whom I don't necessarily believe never existed) might have been female. It's just a theory, I'm not claiming this to be true, but it's something I've thought long and hard about, and I think it's a feasible theory.
Several species in the animal kingdom are capable of a process called "parthenogenesis." Parthenogenesis is a process by which females of a species reproduce asexually (without mating). Hence you can think of parthenogenesis as "virgin birth." It's especially common in reptiles and amphibians where male populations of the species are so scarce it's hard for females to find mates.
Parthenogenesis is really a double-edged sword in this case, since all offspring born as a result of parthenogenesis are female, thus adding to the problem of females increasingly outnumbering males in a population. The flip side is, obviously, that the species is in no imminent danger of extinction.
Mammals are capable of parthenogenesis given the right conditions. It involves two simultaneously occurring mutations in an ovum (egg) that have an astronomically small chance of ever occurring together, though as individual mutations they aren't so rare at all. This phenomena would more or less cause the unfertilized ovum to create the second half of the DNA code and therefore start dividing without any outside stimulation from a sperm. Hence, human development, embryo, and virgin pregnancy.
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To this day there are no officially recorded cases of human parthenogenesis just due to the odds of that ever happening. That said, let's take a look at Jewish society. It was, in short, extremely patriarchal. It was all about men. Misogyny was rampant. Men got all the credit for everything, even if it was women who contributed.
Given all of the above information, it might be a safe hypothesis to say that Jesus of Nazareth was a female offspring that came about as a result of human parthenogenesis, who did all these great things and taught all these great things (save for dying and resurrecting and the miracles), who was later changed into a male figure as to reflect the patriarchal system of the Jews. Makes a hell of a lot more sense than immaculate conception to me, anyway.