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Does anyone else think that it's weird that Gardevoir can be both male and Female? It kinda creeps me out that a very femine looking pokemon can have.. well a Willy-wonka) It's what my mom calls them sweatdrop xp ( The same thing for Mr Mime. And GeoDude and Machop and its evolutions. And look, I'm noty sextist or somthing like that I just think it's weird.

Not really. Gender was introduced in G2 (although officially it was introduced in G1 with the Nidoran family)
Whenever Nintendo adds alternate evolution stages, there needs to be a defining difference between the two stages.
For the Gardevoir family, because Gardevoir was created in G3, and Gallade in G4, Gardevoir had to be the final stage to all Ralts. KingJack! is right that people questioned what exactly made Gardevoir a male, so they did make Gallade.
When pokemon exist with both genders but have a distinct appearance (or name I suppose, but that's mostly irrelevent) Most of the time, that there are pokemon of both genders and an obvious appearance, it has to do with locating alternates in game. Tauros from G1 had no gender in G1, but became purely male from G2 onwards.
As for the names, Mr Mime is technically a male surname, but it's a clown that talks, so, its entire name makes little sense to begin with. Geodude, well, I've no logic behind that one, but it doesn't keep a male noun for it's later evolutions. and machop I've always wondered.

Now, some pokemon, have much higher chances of being one gender over another. (starters, single gendered pokemon, Combee, G4 fossils are examples) Machop is in that category, 75% of all Machop are male. Even though the sprites aren't always different between male and female pokemon, they do take into account the appearance of pokemon.