I'm usually about 50/50 when I get to create a character. In Skyrim my first sneak character was female, and I ended up logging more hours with her than anyone else because she was just more fun to play as compared to my first few characters that were tanks, mage knights etc.
In fighting games and LoL I tend to play as female characters, but that's mainly just because I happen to like their playstyles better. I usually don't gravitate towards tanks in those games, so that's probably why.