Given the choice I'll usually have at least one female character, for various reasons. On the petty end of the scale, I figure if I'm going to be looking at someone's rear for what will end up being hours of gameplay, I'd much prefer looking at that of a lady. Comparative aesthetics also play a role. Take TOR as a case in point: I took one look at the male models and their [admittedly just defaulted] behemoth appearance and said "yeah...no". Seriously, I despise the notion that 'massive men' is some kind of default. On a less petty note, I find it more interesting to play a female due to the comparative rarity of strong female protagonists (especially if we exclude deuteragonists and triagonists) in the medium, and there's just something cathartic about making your character embody that role.
Of course, there are some things that make it much harder for me to consider playing a female character, namely romance. Don't get me wrong, I have little issue playing out a game romance with a female character, but there are some cases where the options make me more interested in playing my own gender. Using KoTOR as an example: after completing the game and letting it sit for a while, I learned that one of the characters in TOR was the descendent of Bastilla Shaun and the player's character in KoTOR. I immediately picked up the game and played it again to see how 'history' was meant to play out in the Star Wars universe. I have to say, it added a lot to the final parts of the game and that makes it hard for me to consider using a female character again if I do another playthrough. On a less railroaded note, I started up a new Commander Shepherd shortly after I discovered that Tali was a romance option and seeing the build-up through youtube (what can I say? She was adorable when she was 'babbling like an idiot'). Though of course, I'm hardly averse to playing as my own gender. I just find it enjoyable to change things up...though I will admit it gets awkward very quickly in MMOs when people start flirting with me.
