I really do like it. I don't speak French (hablo español), so I'm fairly indifferent to the gender. It does seem slightly more feminine to me, however (although it's technically a male name). It's quite nice, and most people know of the silent X at the end of many French words, so I don't think it would be prn horribly wrong.
Devereux AmeliaDevereux Genevieve (I love the Frenchness)
Heidi DevereuxEris DevereuxLily DevereuxDevereux NatashaPoppy Devereux (I love this!)
Sakura Devereux (may be slightly weird because of the uber Japanese and French names)