In a single-player game, I play a lot of both. In a game like Fallout, Oblivion, or Mass Effect, the focus is on introducing a unique character and exploring and changing the world as that character would- in other words, a character-centric world. In these games, I'll make a male, usually good-aligned character and play through once that way. Then in subsequent playthroughs, I make characters that focus on exploring the world much differently than I already have- by changing gender, race, alignment, skillset and what have you.
MMO's, by contrast, are player-centric. Rather than than being a guiding force that merely allows a character to exist in the world in a manner that suitable to themselves. In an MMO, your avatar is just that- an avatar, a representation of yourself, as you are, expressed in a fictional setting. I guess roleplaying servers are a special case, but MMO's have shown themselves time and time again particularly unsuitable to roleplay, and not many people play those servers seriously anyway. I've never played MMO's for very long, but while doing so I've always played male characters; walking around as a female avatar doesn't say, "I play this chick," it says "I am this chick."
In other words, playing a different gender in an MMO is a cosmetic choice to me... in the same way that being a drag queen is a cosmetic choice.
