Though if it has the same memories etc as you, up to the point of creation anyway, then it will know something's up and so no longer be running down the same thought path as yourself. This is creditable if maybe they'd end up thinking "OMG, I've been kidnapped, cloned, and had my gender reversed... I've got to kill the clone that looks like me and is going to take over my life then figure out what happened and correct it".
And really, if the person who made the apparent clone did that, you can't be sure that's the truth. From here on out it all gets a little bit Spiderman (around the time of the Scarlet Spider), early days El Goonish Shive, and that one Adam Warren-drawn Dirty Pair where Sleet makes an evil clone of Yuri. In other words, incredibly confusing, both sides thinking they're the "real one", but with a slight suspicion of "what if I'm not?", and no-one really knowing what's happened.
I/We'd probably indulge in a bit of mutual curiosity-satisfying and reporting back (ahem) - assuming something in the whole process didn't leave either a/ a very unattractive clone (I've done the online face morph thing... not a supermodel, but dateable), b/ a built in sense of revulsion at the idea. I'm curious about how it would go and feel, so with any luck the clone-me (or real-me, post-alteration) would feel the same way.
Then after that bit of getting to the bottom

we'd club up and try to get to the bottom of it. Maybe involve any benevolent but pervy teenage mad scientists, fellow trouble consultants or ambivalent super-hero-villain types who happen to be knocking around.
EDIT: Odd, this was written as a quote-reply to wordsmith's "but they'd try to kill you too" post. Don't know what happened to the quotey bit.
Poiumty: what, put on a lot of jumpers and sit next to a radiator?
Trivun: it wouldn't really be your clone any more though. and you'd be quite a bit older by the time it turned up. I think the idea here is that it's a scientific miracle, fastgrown in a vat Avatar (or *insert previous material that had exactly the same idea here*) style, so it's effectively the same age as you and has all your memories (at least, up to the point where you were snatched and drugged with rohypnol to get the samples) implanted.
womplord: hey, good idea. hadn't thought of that. you know how hard it is to get hold of people who play the sort of games i enjoy around here? (I don't have a 360/PS3 and my PC is laughable - it's all offline stuff pretty much exclusively). If it's against my brother then it's always something he's been practicing for months and probably some kind of button-combo fighter I have no hope of ever picking up. My oppo twin (as they'd have to be disguised) would be a much better match - and hopefully no accusations of cheating, at least not til our experience diverged a bit more.