Usually, when playing a game that allows character creation for the first time (Pokemon X, Baldur's Gate), I go with male, treating the character as an avatar for myself. Same's true for MMOs. But if it's the second time, or if I get to choose from pre-existing characters (I.e. Persona 3 Portable), it really all depends on whose design I like more and what I know of their story. I also automatically like any game with a female protagonist that is not designed to serve just as eye candy. Seriously, can we grow up already? Or are we just gonna stay hormonal 14-year-olds?

Oh, but I refuse to play Bladur's Gate as a woman. You get one romance option and it's the most obnoxious character in video game history.