I actually find this thread a bit sad. It appears the most people prefer male characters, even if they are female in real life, and that's perfectly alright.
But then you have to think about the reasons why people choose to play males than females. I think it's because in most works of fiction, male characters are allowed to behave and act like actual characters, while females are condemned to archetypes. True, male characters have archetypes as well, but they are much less limiting. There is an idea called the "Smurfette Principal". This states that your average series will have a main cast of mainly male characters, with one token female. Each of the male characters will have a "unique" personality trait (the smart one, the brave one, the shy one etc) well the female's unique trait is simply the fact that she is female. The male's characters will be developed, but the female will not be developed much more than the fact "she's a girl!".
I believe subconsciously this idea has rubbed off on roleplayers. Roleplaying a more well developed character with a deeper personality is much more fun than roleplaying a shallow character. And all this media we see ties into character creation. So people end up making complex males, and shallow females. So in the end, they prefer the males.
This is just my theory, of course. But still.
Personally, I prefer female characters over males. Why? Because I am female and I find them easier to relate too. When I create a new (female) character, I try to break away from those limiting archetypes when it comes to designing my female characters. I try to avoid the typical "girl" personality type.
I do not play only as females, though. I have a few male characters, a few characters that would be considered to not have a gender, and I even have a couple hermaphrodite charries.