I feel weird when people call me ma'am. I guess it might be because I am a bit on the masculine side and being called ma'am makes me feel like a frilly old lady in a tutu. One time I had a customer that came in and he would call all the female employees "darlin'" "sugar" and "sweetie". It was annoying as crap and weirded us all out.
I use sir and ma'am though. I've never had anyone correct me and I'm always polite at work. I hold doors open for men, women, and children. I have even been known to, on occasion, help retail places bring in their carts from the parkinglot (when people don't put them in the cart return spaces)