I must say that, if I had to choose just one thing that would be the key to being a lady, it would be consideration. And not just helping someone out when they need it. I mean, considerate in every facet of life. Remember little details about people, like what their favourite flower is, or how they take their coffee, or when their anniversary is. Ask about their life specifically when you greet them, and make sure you listen closely. When driving, make sure to follow both the spirit and the letter of the law. Think before you speak, and don't hold a grudge. The world is ugly. Don't make yourself ugly to match. I guess it all boils down to the Golden Rule.
Many people will agree with me that a person who is not considerate is a very grating thing, and no-one wants to be with a person like that. Mould yourself into a truly considerate person, and you will have the true essence of a lady.