Depends on the character design. I can't project myself into the character I'm playing, more power to the people who can, but I always considered myself as a player and the game doesn't work without me yet I don't necessarily feel like I'm part it's systems. Though I mostly create female characters because I don't see them that often.

I played Bloodborne with a female character because of how the armor looked, and a male character for Skyrim for the same reason. Mass Effect with a male Shepard because I felt like they put more effort into the design and I frankly saw him more often in the trailers.

Dragon Age Inquisition was interesting because the character design was good and it let me create an androgynous male character when I first intended to make a female character. The game was a little shite though.

Going female whenever I can. Even if I'm stuck with a male protagonist I try to surround him with as much females I can. Like the fun times I had in AC Brotherhood where I recruited only female assassins and let all of the males die.

There was only one game where I took male against my better judgement and that was DAO. The roleplaying in that game was too intense and it was weird to always be referred to as a woman. Also the lesbian romance options sucked.

There are so many great capable female characters in this world so I really don't see a reason to have any males in games at all.

Just out of curiosity. Why do you prefer playing with a female protagonist? 

Is the answer related to sexual frustration?

I almost always make male characters.

But with proper customization like Breast Sliders, I will make Female characters.

Female, they look better (whats not to like), they are smaller which is an advantage in some games

I like girls and I like strong female characters even more. I don't gain anything from seeing or playing male characters. But I do gain a lot from seeing strong females, including the eyecandy.

The only reason I would consider a male if I'm actually roleplaying. But even in RPGs where you make your own character I don't see myself as them. I am always considering myself as helping the character to fight and make decisions.

Male since I'm male. Still I enjoy games where you play as a female character like Metroid

i always play as a male.

Preferably an attack helicopter if the game lets me.

Male because I am a male. ^^