I'm male, I play both males and females.
Mostly depends upon the game which gender I prefer, if I prefer one at all.
Of course, sometimes I just roleplay myself, then I'm male elf mage. Not that I would be elf or mage in reallife (well ... at least not that I know of), but thats what I like most.
Females have usually a much larger selection of fanmade portraits if you look for them. Not an issue with newer games any more.
Males, on the other hand, usually have no trouble getting alternative fanmade voices, if the game has them. No issue any more with newer games, at least as far as I know.
BG, BG2: Almost always played male here because of the romances.
PS:T: Guess ...
IWD1: Never made it out of starter town. After playing so many DnD 3.x games, playing an AD&D game just where no fun at all any more. I dont remember my group either.
IWD2: Male Drow Sorcerer solo. Somehow, playing this game solo was the only way I really enjoyed it. The Beholder was unfair though. I could only beat it by using AI errors. What really stopped me was a bug though.
Fallout 2: Tried female ... I think they got some kind of advantage from the rulesystem thats why I prefered it. Got it for "free" with a pc mag, and its a good thing, because after two or three hours of playing I finally was fed up with this stupid fight system.
Wizardy 8: Females got a lot of advantages, so I went all female group. Second worst rulesystem after the Elder Scrolls, though, and I really hated having to fight every 3 meters, and getting NEW groups of opponents while you are already in a fight, too. Took me a long time to actually stop playing, though.
Gothic: Guess ... and I didnt played for long either, the game was a major disappointment in EVERY respect.
Morrowind: After a lot of testing, I went female breton atronarch mage spec with endurance and luck and all major and minor skills where non-magic so I could reach maxlevel. Thats because only the third female Breton portrait and one of the male Redguard portraits where any attractive. The male Redguard turned out to be really boring though, because my Warrior where at maximum power (Heavy Armor, Shield and Sword maxed) extremely quickly.
KotoR1: Played male for romances. Tried multiple times evil female guardian, too, though, just to kill Carth. Never succeeded. Today I guess you have to play goodhearted first to win him, and then only switch at the last instance to turn evil. Quite stupid though and you cant turn maximum evil this way either so you'll be underpowered.
The Temple of Elemental Evil: Best combat system in a game ever. My group was mixed gender. Sadly no story, so I only played it once. Never picked up any NPCs because they where completely annoying.
KotoR2: Only played it once, as the male Jesus-face, which was the least worst of them all. Yes, player models where really awful in this game. No romance either. Meh.
Vampire Bloodlines: Male Toreador. Also enjoyed female Malkavian, but she was much too nimble in fights.
The Fall: I think I played female until this bugfest managed to finally make me stop playing ... after 2 or 3 hours total playtime. What a waste of money, and I already tried the "improved" version. Dont want to know how many bugs where in the original.
The Witcher: Guess ... why is it, if you're forced to a character, said character is almost always male, and the kind of male I dont like ? The book character is much more sympathetic, by the way.
Oblivion: Went to female Breton again. Habit from Morrowind and considering the awful amount of work you need to make a face, female was the prefered choice, too. Rest of the game was big fun, but the awful rulesystem never fails to kill the mood.
Dragon Age: Happy to be able to play both genders as I wish except for the romances. Even happier theres a lesbian romance so I can play female with female romance too. I might even try female with male romance someday, dunno. Right now I'm deeply annoyed I missed my chance to get Blood Mage spec and lost motivation to play it any more. Also the imbalances of the game can be frustrating - the rulesystem isnt really well balanced yet.