I prefer not to play a female character because I can identify more with a male, too. However, some games pull it off well.
For example, Jade from Beyond Good And Evil.
[http://media.photobucket.com/image/jade beyond good and evil/firespot/jade13.png?o=11]
I think it's less to do with being sort of tomboy in appearance and more to do with the general way the game presented it.
I'm not sure of Samus of Metroid counts, seeing how she's pretty masculine when she's in her armor which, outside of Super Smash Brothers Brawl, is pretty much all the time.