I like to play as females in games, especially those with customization options. I always wanted to be a fantasy artist like Julie Bell or Frank Frazetta but I kind of suck at drawing and painting, so I only get to design cool female characters through video games, mostly. Sad but true :)
In fighting games and such of course I always play as both male and female characters. Scorpion, Raiden and Mileena are my Mortal Kombat favorites, Cammy and Vega my Street Fighter, and so on. I have no problem with games offering only male characters if they're badass characters (Ryu Hayabusa, Kratos, Nathan Drake, Doomguy, etc.) I'm not a big fan of the bald (or short-haired), bland soldier characters that were so common last gen (and are still present in games like Elex).