I have a doubt about this: "radio buttons should always have exactly one option pre-selected."
What if the none of the options are good defaults, the field is mandatory and you want to prevent people passing by the field, leaving the default choice pre-selected unchanged?
The gender example you put in your page is a good example: You have two choices (let's not enter in the new gender design pattern, auto-complete, for a moment): Female and Male. I think it's wrong to choose either option as a default. You don't know the gender of your user. Let her/him explicitly choose. If she/he leaves it blank, a mandatory field error would appear.
If the field is optional, I think a 3rd option "I rather not say" could exist and then, and only then, be pre-selected as a good default.
If you put "Female" as pre-selected by default, how much male users would pass by the field leaving "Female" selected? It's the same problem that happens in placeholders text in input fields.