I hope you don't mind that a male is crashing your board, but I found this topic interesting. I hope I can you give my opinion as to why most gentlemen refer to ladies the way we do. I'll try to be the perfect gentleman here, so please don't flame me too harshly if I offend someone. As in this case; if you don't want to be called a lady, politely let the person know how you would like to be addressed. If someone asks, and you don't give an answer, then the person will use what he/she feels appropriate.
I worked as a manager in the retail business for 15 years. Growing up, I was always taught to be polite and to say: yes ma'am, no ma'am, yes sir, no sir. It was out of respect for everyone; young or old. Being a manager, I still applied the same tactics I learned as a kid. If a customer didn't want to be called by sir or ma'am, they would let me know how they would like to be addressed. "Please call me Mrs. Smith, Ms. Jones, Mr. Johnson" or simply by their first name. Once I got to know them better, I knew how to properly address them. It usually took me about 3-4 tries to get it right. I'm horrible with names.
I agree that "hey lady" is down right rude. "Excuse me ma'am but, ..." is more my style. Please know I don't mean no disrespect when I say ma'am or sir, to me it just seems more respectful until you let me know how you would like to be addressed.
When it's a crowd of people, the proper respect you most often hear is: "Ladies and gentlemen."
For me, I don't mind being called sir or Mr.. I don't like being addressed to as "hey dude", or "hey bro." I'm not a surfer, nor am I your brother.