I'm male, but I mostly play female characters... I like my female characters so be pretty and feminine in appearance, but I don't dress them up with lore unfriendly clothing and armor just to have som eye-candy doll to look at while questing. I don't like to mess with lore, and except for adding new races I use gear that would belong in the game world... so you could say that my ideal character is beatiful females in lore friendly gear.
I do also play male characters from time to time, but it's not very common. My male characters are generally supposed to look nice, and not ugly. I don't like playing ugly characters. The males should look handsome, but also be manly. I don't want some feminine male character, because I feel the male character somehow represents me... and very feminine males somehow disgust me.
I guess I play a lot of female characters because they are nice to look at, and it's different from playing a male (like my self). It feels kinda weird to say that "I" did something in-game, when playing a female character. I guess that's the negative thing about playing a female.
In Oblivion I've had 4 "main" characters, where 3 out of 4 were female. The male is the one I've had most progress with though, but he was on vanilla oblivion and I've not played him for years now i think.
Except for this, almost all my main characters in RPG games have been women, the few men I've created are usually abandoned after a few hours.
My main character now in Oblivion is a female Moonshadow Elf, who is basically a mix between combat and stealth, but also with some magic skills applied for healing purposes.