I usually play female, and for a couple reasons:
1 - Because Females are more likely to look human in a character creator. Males... Never seem to work out for me, except in Mass Effect, and even then, I have only ever played as one Male Shep, and always with the same face. Femshep will end up having her appearance changed or tweaked from playthrough to playthrough.
2 - Because, while I am a male, I identify better with strong, female characters, rather than strong males, mainly because macho, all-powerful badasses are kind of done to death. A well-made, well-characterized female warrior will almost always be more interesting to me.
3 - As a writer, I simply prefer female protagonists. Not sure why. Personal quirk, I guess.
And lastly, 4 - Because, if you have to spend time making an ideal character archetype, in terms of appearance, why not make one that's the gender you're attracted to? For me, it makes it much easier to make an attractive, human-looking character. And yes, I'd rather look at a womans ass than a mans. But, to each their own.