Because non-genomic pathways include any mechanism that is not a genomic effect, there are various non-genomic pathways. However, all of these pathways are mediated by some type of steroid hormone receptor found at the plasma membrane.  Ion channels, transporters, G-protein coupled receptors (GPCR), and membrane fluidity have all been shown to be affected by steroid hormones.  Of these, GPCR linked proteins are the most more information on these proteins and pathways, visit the steroid hormone receptor page.
Sex hormone-binding globulin (SHBG) is thought to mainly function as a transporter and reservoir for the estradiol and testosterone sex hormones. However it has also been demonstrated that SHBG can bind to a cell surface receptor (SHBG-R). The SHBG-R has not been completely characterized. A subset of steroids are able to bind to the SHBG/SHBG-R complex resulting in an activation of adenylyl cyclase and synthesis of the cAMP second messenger.  Hence the SHBG/SHBG-R complex appears to act as a transmembrane steroid receptor that is capable of transmitting signals to the interior of cells.