Dragon Age having different protagonists actually helped me discover a new style of roleplaying. I'm a writer, I love collecting narratives and building characters, and up until DA:O I was a self-insert type player.
My Warden is like the amalgamation of all the self-insert human warrior dudes I created in my image, he is me but not me, and he's dead (double meaning!).
My femHawke is a snarky gay one-woman Force Mage army, and making the conscious choice to play as something different really let me flesh out a new character. I have such a strong idea of who she is, as a fictional person, and DA:I even managed to capture what felt like "my" Hawke pretty well based on a small handful of personalization.
Since then, I've leaned towards women. But, honestly, it always depends on the game, on the mechanics, on the environment. When I roleplay, I try to go in with limited knowledge; I don't know who my companions will be or what came before, what the class balance or gender differences will be. So I pick what looks cool at character creation and try to spin the best story with what the game gives me.
And Lady Lavellan is kicking some ass, so far. Shame Hawke has Merrill or she'd be all on that.