(Okay, just for info, I'm from Germany, so maybe this is because of cultural differences)
I'm a guy. And I've gotta say, I'm kinda offended by girls saying that we always think about it. My girlfriend often quotes a certain study that "proves" it, but that one was really not very scientific.
Guys think of sex, yes, but not as much as people say. In fact, I think that girls think just as much about it - and talk more about it. (And try to use it to their advantage. No offense, but it really seems like that.)
For me, it's no problem to talk about it -no matter who wants to talk about it- but I always make clear that I cannot talk about specific things, not because I don't wanna talk about it, but because my girlfriend wouldn't like it if others knew.