After reading another little weblog about cross-gender gaming characters, I had to think why I usually play female characters myself.
It's nothing nearly as complicated as the article explains, since I'm just looking at console or computer games, not intense role-playing. I just find that the female characters are sleeker and seem faster (even when they're not). They also tend to be smaller and maybe a bit harder to hit in the first-person shooters. Many of them remind me of what I'd expect from William Gibson's cyberpunk female characters, like Molly. Who wouldn't want to be slick like Molly?
I also like to differentiate myself in the FPS from the other manly-men*, so I'll play a faerie or something cutesy. People have just come to expect it from me, and I think it's a humorous way to poke fun at the whole game.
* (I also differentiate myself by sucking horribly at most games.)