It depends on the game, and other factors.
I would never create a female Tauren, Troll, Draenei, Orc or a male Human, Blood Elf, Night Elf and Gnome in WoW.(all for their emotes and how they walk, gnome for the idiotic hairstyles)
In Mass Effect I never play a male Shepard because of Jennifer Hale [http://www.imdb.com/name/nm0354937/]. I mean, the choice of Voice Actor is Samus, Bastila Shan, Naomi Hunter or Male Shepard.(and I would have preferred Tim Curry [http://www.imdb.com/name/nm0000347/] over Mark Meer [http://www.imdb.com/name/nm1035752/] as Male Shepard)
Most other games I play don't have talking protagonists, so I can't pick male/female based on voice actor but then it depends on how the equipment/character looks. I refuse to run around with a (fe)male character 'dressed' in a few strips of gauze and clothing has to look great or awesome. Some female characters still look like they're dressed in the amount of metal to create four or five tin cans, but damn if they're not the most awesome looking tin cans ever made.