To be honest, I play women in games more or less out of habit nowadays.
There used to be a time when female protagonists were few and far between in games and I would buy a game solely to play the girl (Pokemon Crystal, FFX-2, Rumble Roses). I often choose the girl my first playthrough in game (KOTOR1/2, Mass Effect1/2, Fallout 3, Oblivion) or choose female characters more often when there is a selection of characters to choose from (Dead or Alive series, Lego Batman). I suppose you could make the argument that I'm still choosing female characters for the option due to the majority of games still featuring male protagonists... in spite of how dickish Acti-Bliz's supposed comments about female protagonists were, I notice that the majority of games I own or have played recently either feature only male characters or only include playable female characters if there are also playable males.
Sometimes I'll pick male characters for the option of trying something new, since I usually pick females. I suppose you could also argue that I don't like how my gender is presented. More often than not, we're shown as muscle-bound macho jerks and who the hell would WANT to play that? And when we're not that, we're over-sensitive borderline emo whiners or something else distasteful. Women on the otherhand, can pretty much be anything in games- at least ones that have the good sense to cast them as anything beyond the stereotypical "naughty villainess" or token love interest for the macho jerk.