As many others say, Depends.
I usually go for default. But if the game is fully customizable character then I choose a man because it fits my theme the best. If the game has voice acting I generally choose a woman.
Example: DQH2 gives you 2 choices a douchey guy or a short pink haired girl. I, of course chose the girl.
In the first DQH I didn't like the girl much so I chose the guy.