I nearly always play a female character when there's a choice, and generally prefer games that star female characters. I just find it more interesting. This could be in part because male characters in games tend to be boring and predictable, (kinda tired of being an angry brooding masculine male out for justice/revenge/whatever) but it's also because video games are a visual medium and I prefer looking at women, given the choice. I don't play games as if I am the protagonist. I play games for the escape from being me.
I liked Tomb Raider 2013 quite a bit (especially the PS4 version -- which is gorgeous) and I think if it were the same game mechanics and story with a typical male character I'd have not liked it very much at all. I like a female presence and thought Lara, while not a pitch perfect character, was certainly far better than a lot of video game characters. She looks great, but is also determined, courageous, and compassionate. All of the best qualities of your typical male game character, but with another layer or two of other qualities that you don't usually see in male characters because, uh, male video game characters.
P.S. I've always found this odd disconnect when it comes to Mass Effect games, because when I look at the media, the internet, other people, or the box art, it's made to seem like male Shep is the canonical, true Shep, but if you play the game as "Fem-Shep" it's just a better experience. She just fits the role and universe better, and on the VO side the performance is far more complex.