Yes.
Started ME1 with a male character, but quickly lost interest. Weeks later I decided to give the game another chance and - for whatever reason - started a new game with a female character. Since then I've been hooked on ME and Bioware games in general. Picked up DAO, played female - rocked. Picked up KOTOR, played female - rocked. Picked up Jade Empire, played female - rocked.
Today I'm actually actively on the lookout for good games with female protagonists. Got games like Beyond Good and Evil, The Longest Journey, the new Tomb Raider, etc. I also have a strong tendency to pick female soldiers in games like XCOM.
I guess it's just my thing. For me it always adds something undefinable to the game that makes it just a bit more interesting. Really don't know why. Ask Freud. Maybe because my mother didn't love me enough or maybe because my mother loved me too much.
The funny thing is, when playing as female I always choose the s/s romances, because dating a guy feels wrong somehow. Although I admit, I was tempted with Garrus once, but I couldn't get myself to do it.