I like to play things that aren't me. Part of the challenge of roleplaying, for me, is the mindset. "Can I be this character? Can I act believably?" I'm a firm believer that I'm not the character, and therefore I shouldn't make the choices I would make.
For this reason I also like to play as pre-generated characters.
This mindset changes for games that are purely about your choices, like Fable or Fallout 3, where the character is what you make of them.