Depends on the game for me! If it's one of those MMOs where you go through character creation, I make females because I make it look just like me uwu If it's a fighting game, I tend to choose guys more, but I choose girls too! It depends on the power and awesomeness which I think more female characters need....awesomeness uwu
I don't care what I'm playing with but if i do play with a female character i would like for the creator to focus on not making her a sexual object cause they overdid Lara croft's umm body enhancement -_____-
I certainly like looking at female game protagonists more but in terms of playing as them I don't particularly care; a lot of times I end up playing as girls in fighting games because I prefer the faster types, but in games with customizable characters for instance I prefer males since it adds to the immersion due to me being one myself...
Games like Tomb raider Series with Lara Croft or Sanctum 1 and 2 with Skye or Mirror's edge with Faith and for example Remember Me with Nillin - I haven't problem with games , in which is main protagonist female character.
If the game have quality and character is done good (not only by visual but also by her hyerarchy) , the game will be also very good , like the games with male characters
Of course, it will be more games with only female characters, and I can remind games , where you can switch your main character between male and female, for example: the most newest known space shoot action game series - Mass effect series - the series with own universe like Star wars. In Mass effect can be your Shepard also Mrs. Shepard (or like gamers calling : Fem-shep).
Choosing gender option is also implemented in many MMO games. My brother bought entire collection of World of Warcraft (with last DLC - Mists of Pandaria), two of his characters are females - so why not play games with female characters - it's nothing bad on it.