I'm not biased either way; it boils down to the game and the aesthetic options available to me. I couldn't give less of a damn about roleplaying, so that has no bearing on the decision, but other superficial things like voice or hairstyles may influence my decision. In games where the character's gender is tied exclusively to their class (think Borderlands, and many free to play online games), which is the dumbest thing ever, by the way, the choice will favor what style of play I like with aesthetics playing a reduced, but still prominent role. Borderlands 2's Gunzerker doesn't really look like my style on paper, and the fact that his character design is fucking horrible ensures I'll never find out, while Commando looks and sounds like the mayor of Doucheington, but has a playstyle I can get behind, so I can stomach it, as an example.
Generally, in Western games I tend to go for males, because the females often look like males with silicone injections anyway, although I'll avoid females in Eastern games if my only aesthetic option is "prostitute" too, which is more often than I'd like. If it's a sci-fi game, or one with sci-fi elements, and I get to make something that resembles a giant robot, it's male all the way, though.
I'd probably play male characters exclusively if I wanted to make a joke character my go-to thing; I always make at least one, unless I have to pay to do so, and it's always male, but I seem to appreciate the joke best in small doses.