It depends on the character; I've made one "sexy" female character, but it was sort of a byproduct rather than a focus. She was a bard in 4E when we were trying it out, and she was a battle-princess, she was a badass with a singing sword that would sing like an angel about how she was kicking your ass, she was bold and brave, awesome at improvising, and I happen to think of those things as sexy. She was a total bro, but she was also good looking, has a high cha score, and was not shy about her desires. In other words, me as a girl.
She could tone down the armor and the mail and the warrior-chick bit to do some classier, dressed-up performances, and she would do crooning type singing; like a lounge singer. Was pretty fun. That was the only "sexy" she really had to her, but I made sure she was a complete person, and had the softer side.
tl;dr Made a character that had *some* sexy, as a minor of many good traits, cause when I make a character, I try to make them amazing, but still real.