If given the choice I mostly pick female characters. I'm male in real life so if given a chance to play around with my female side I'll take it. I tend to stick to male characters if the game involves some kind of dating though, because I'm not ready to explore that side just yet.
There's a cross-dressing fairy inside me so getting to wear women clothing is also a big part for why I choose girls. Plus, I often find the gear female characters get to be a lot more fun to play around with, especially in Japanese games. When I created my character in Xenoblade X I made a male one first but then changed my mind and switched to female, and I'm really glad I made that decision!
In fighting games I often play as women as I really don't like the slow, heavy-hitting style and female characters are often more focused on agility.