I hardly play MMOs, but if I do ever get back into Guild War, I assume I would probably select a female character as my avatar. Probably the same with SecondLife, WoW and Phantasy Star Online. Again if I ever bother with MMOs (which I haven't yet, thankfully). But as far as single player games go, I almost always choose to play a female character if given the choice (which is probably why it was easy for me to create a list of female gaming characters I like)
Firstly I just hate stereotypical aggressive male character design, though I love to play the stereotypical sexy female character design. If I have no choice I rather play as an effeminate male character than a butch one.
Female video game characters just happens to be a whole lot more interesting than males. If designers put more effort into designing interesting male characters than the usual tough looking guy, then maybe yeah. Anyway it isn't wrong or anything. I am after all just role-playing.
Then there is the benefit to picking female characters, especially in role-playing games. Their stats suits my style. If I want to train up as a mage I rather have a female than a weird looking Arnie styled dude. Female characters also tend to have better agility, which suits my game style even more.
Personally I rather look at a shapely female model than an ugly male model with fugly textures.
Also Jenni loves to play as the stereotypical aggressive male. So it goes both ways. What I find shocking though is judging by the level of comments at Kotaku, it seems that many male gamers also prefer to play as a female especially in MMORPGs. I have always thought it was just me.
So what about you? Do you role-play as a character from the opposite sex if given the choice?