I always thought that changing it to "he said" was sort of taking the sexism out of it, or at least evening the balance. I use either, situationally. But, what do I know?
I always use the she said version as a sex joke. I suppose I'd be an equal opportunity offender if I change it up once in a while. Hell, if I say it like I say she said it would be like saying I had a homosexual experience. Typing that out makes it seem better..... it's weird trying to be a joker in modern times.