Typically, no matter WHAT game I play, I find a way to Role Play somehow. Even when they try to force me into the games story. So I just go with whatever works for my character. My first Shepard was supposed to be one of irish descent, hence the red hair and beard and green armour, plus a sickening sense of morality. The time I went with a girl I wanted her to be an old saurkraut, hence white hair, old complexion and renegade choices.
For Fable 2, it got screwed up. I was an evil pirate first, but then became a vegetarian necromancer.
In Fable 3, I specifically picked a female character because I had this idea of an evil Femme Fatale shooting lightning and fire, and swinging a hammer ruthlessly. Then I ended up being good for the first time in a fable game, so I made her more of a Eva Peron-type gal.
I honestly don't mind. I can write from the P.O.V of a girl, so I can play as one too. Tis all the same.