I believe in NWN1 there were a few more gender-specific modules. The only ones I can think of for NWN2 is Hunt through the Dark, which is Underdark-centric and it won't make much sense playing a female. Another one is probably Fall of House Celoraie (sp?), which also would make less sense if you were to play female because you play a drow mercenary and spy for Jaezred Chaulssin. Would make no sense for a female to worship Vhaeraun. Drow girls have better things to do than go on quests (aka yell at males).
NWN1 had A Librarian's Tale (must be female), and Aribeth's Redemption (must be male). Both were excellent modules; the latter's story is completed, the former abandoned at chapter 1. Shame, really. Haven't really seen anything like A Librarian's Tale since. There's Sex and the Single Adventuress, which is females only, but I've never played it, so I don't actually know if it'd work with a male. Probably not.
I do tend to favour females, for various reasons. My SoZ party was three males and a female, but my OC/MoTB campaign was female because I didn't want to romance Safiya. I did regret the choice during the OC, because Casavir/Bishop triangle was getting irritating, and I found Casavir asking for extra exercise right before a big battle to be a little amateur. NWN1 OC I played a male, but the subsequent expansions I played a female. Dragon Age: Origins I played a female (neither female romances interested me, and I just couldn't make a male that didn't look anorexic (elf) or over 30 (human)). Dragon Age II I picked female simply because I couldn't make a decent looking male. I also tend to consider the deity if the character is a cleric, as that can be gender-specific.
I'm a very story/lore-centric player, so that influences my choices a lot. I'd never make a female drow weapon master, for instance.