Every time. I can't stand playing as a male character because said character always tends to strike me as...not being me, I suppose. He's too tough, too arrogant, too mean, too something. RPGs, even when they say you can play as the character, always seem to want to make the male character out to be this tough guy space marine dude who has no sense of humor. Or when he does, it sounds terribly forced because he's not normally joking around. Or he's so pure and straight arrow that he doesn't understand the underworld--or he understands it too much.
Female characters though seem to come with a certain level of sass to them. The way they act, the dialogue they speak--or the dialogue options given to them--and the customization options for their appearance. They're allowed to have hair that's longer than half an inch! Plus, not every girl in the game suddenly wants to jump in bed with them by the halfway point which always seems to be the case with guy characters. Granted, guy characters tend to want to jump in bed with a girl character by the halfway point, but they don't turn into lambs with sob stories. Just hurt little puppies I suppose, which is still terrible.
The closest guy character I have ever seen in a game that I wanted to play as, or who I wished I could build my character like, was Alistar in Dragon Age: Origins. I know a lot of people found him annoying, but he's the closest thing to 'me' I've ever seen in an RPG. Funny, sarcastic, a bit confused but trying his best, wants to see the good in everyone, still cracking funny lines during a crisis, and just generally being a good guy.