There are some characters whose gender is inextricably tied to the whole notion of the character's existence and story. For example, it would be very difficult for me to imagine King Lear as a woman or Medea as a man. Not saying it absolutely can't be done, just that it would be sort of messed up and would change the character to the point that it's really not the same character anymore.
James Bond is like that. He's supposed to be the personification of a certain type of manliness. Casting a woman in that role would be an interesting thought-piece that prompts us to rethink our conceptions of gender roles and maybe makes some broader philosophical points -- I don't know, because I haven't really given it much thought. But the character would no longer be "James Bond." It would be some other parody or counter-factual.