I naturally gravitate towards making my characer white, since thats what I am. But to be honest, if I do have to play as a character of a different coloured skin then I dont really mind. As long as my character is interesting enough I couldn't care less about what colour his skin is. Same goes for gender. I've played fallout 3 as both a male and a female, since I like to see how changing things can affect gameplay.
Online however, thats different. Again, skin colour, not an issue, but I can't bring myself to seriously play as a woman in a MMORPG or similar. Since that is a representation of myself in the gameworld, I dunno, it just feels like cross dressing.
I will however create a human female and dance on the bridge outside the auction house in ironforge naked. You know, for attention.