I prefer looking at a curvy female than looking at a man the size of a small refrigerator. I am not playing a rpg to see a burly man smash orks (unless ofcourse, I am doing that sorta run, which is quite often when bored.) ladies are more mystical to me, and therefore much more interesting to play with. That being said, I also play as Muscular powermen in games like God of War, and gears of war, and tf2's Heavy and soldier, and really enjoy them. Given the choice, I go for light and nimble though. I am more for smarts anyway, and spamming the left mouse until everyone dies is getting dull after a while.
Anyway, I play as both males and females, depending on the playstyle I am going for in a run. I also try to change playstyle depending on initial character, like cautiousness and choice of weapons. If I play as a girl I tend to use smaller weapons and more tactical approaches. As a guy more reckless and bigger weapons.
I never played a MMORPG though, I'd probably be male to keep the confusion to a minimum. I don't really care what other players play as, It's probably just the confusion of males playing as ladies that is frustrating them.