Huh? When I think 'good TES characters', my mind shifts straight to Azura, Potema and Almalexia. Granted, the second out of those would be pretty hard to do, but the problem is more in the lack of good characters in general rather than of a specific gender. The only guys I can think of off the top of my head are Divayth Fyr, Crassius Curio and Krish.
I hate Azura. She's not a
bad character, since she's dynamic enough that there's a lot of debate about whether she's benevolent or not (protip: she's not) but I would prefer to cosplay as a character I
liked. Potema doesn't really have any solid appearance that would be identifiable, and if it's not Identifiable, then it isn't worth cosplaying as, if you ask me. \Almalexia is half naked, and while the girls in the images posted above are totally hot and pull it off, I'm too modest to dress like that. I will concede that Almalexia is a great female character in TES, but she's one of a few.
When I think of guys, then just off the top of my head: Vivec, Cyrus, Dagoth Ur, Pelinal Whitestrake, Jiub, Tiber Septim/Talos, Mankar Camoran, Sheogorath, the Dragonborn, to name a few.
TES definitely has a lack of prominent female characters.