- no, sorry. not location-based identification... also, to know if they are man or woman, this is somehitng you should simply ask them on the registry form...
- "login" is not an action stored by the plugin, but this can be added to it if you're interested, as a small custom coding work!
- well, if we added previous point, we could also write some other custom code to show this info as a list, showing the login datetimes for each user. it can be done, but requires custom work.

about man/woman and country: yes, you would need custom fields for that. we could then tweak the plugin to be able to show this info. again, you'd need custom work for this.

2) well, a query would be performed every time a user loges in, but that's not much. to SHOW the statistics data, well yes, querys need to be done, but you shouldn't worry much about this. data is efficiently stored and well indexed, so querys are really fast.
also.. how many users will your site have? I mean... unless you are having like.. I don't know... 1 million visitors a month, you shouldnt be much worried...

think about this: each module to display statistics makes ONE query. your joomla site, every times a page is load, makes probably at least about 50 queries. so ONE more should not be a big thing!

and, if after let's say.. a year, your database becomes too big, you can always erase the first entrances of the statistics.

but believe me... you won't need to do that!

Germi