I normally start with trying to design a character that vaguely looks like me if possible.
After finishing with them, I might try a different gendered character for the gameplay differences that come with that.
Later on, I'll get into making joke characters. On Fallout 3, for example, I made a character who had a heavy emphasis on the Unarmed skill. His name? Mike Tyson. And yes, I made him look just like him. By then, I knew what I was doing with the character creation kit, even though the light on the face when you're making your character at game start is atrocious.