I tend to make female characters, unless,
A: The character is for comedic effect. (My Belf (might as well make a girl) DK engineer. My Dwarf DK, human (Worgen Placeholder) Rouge.)
B: It just works. (Tauren Shaman, Troll Priest)
C: It's an RPG/FPS/RTS. (Crystal Chronicles, and many other games.)
Mostly because they look better.
Also, as a writer, I get to notice how different each is treated.