Depends on how you mean I'd have 'tried' it. I've met men, I've spent a great deal of time with some, made emotional connections, shared laughs, tears and hugs - but I never got aroused by a man. Maybe I just didn't find the right one yet?
As for Satan, his gender is basically whichever gender you are as he's a metaphysical representation of your own potential in modern satanism. The mythological figure in Christian folklore is male, and it's his actions that inspired the ideal of a liberated mind that is the goal of the philosophy. Many manifestations of the ideal entity are hermaphrodites, Baphomet being one of the most popular ones as his seal (the inverted pentagram with a goat's head) is the insignia of both the Church of Satan and The Satanic Temple; sometimes he is depicted with one or two female breasts. How much of this is actual philosophical allegory and how much of it is The Satanic Temple being outspoken left-wing political activists with a strong drive for feminism and LGBT rights, is sometimes a bit hard to tell. Also, some people tend to confuse Baphomet with Slaanesh - who... Is a Chaos god in the Warhammer universe. Even among satanists, there are less bright bulbs.