I actually enjoy playing female characters in a lot of "rear-view" RPG's (Vampire the Masquerade, Morrowind, etc.). The reason is simple: if I'm going to stare at an arse all day, I prefer a female arse, damnit!
Then again, in first-person shooters, I tend to play a male character, since there's not much to see.
Yes, I do enjoy playing games...