I don't have pictures of any women (Anime or otherwise) as my desktops for a few reasons, I don't really have pictures to put up (Except maybe Samus Aran...), my computer is in the living room and is easily visible to anyone who is in there (And is where people go when they are in the house) and I also spend alot of time staring at my desktop gormlessly while thinking of lots of things (Which would get me a few more strange looks, especially if I had the Yuna picture...)
On the other hand though I've been to friends houses who have their computers in their room, away from their families and they tend to have alot of pictures ranging from anime characters (Fully clothed) to outright pictures of porn (Along with matching posters across the walls) I don't judge them, It's their personal space they can do what they like, whether it be admiring anime/game characters they liked or if they just liked porn.
As a side note: I think that anime/games characters wearing very little would be more tolerable than for example the Megan Fox picture as CG characters are designed a certain way, real people usually have pictures where they are wearing clothes.