In my experience, and I think the research agrees, male players are more likely to play female characters than vice versa. There is fun speculation about why that is.
The usual in-game reason is a perceived ease in getting assistance, attention, or gifts. A favorite sociological explanation is that our culture treats maleness as the norm, so women already know how all that works but men have this whole alien, Other realm to explore. My wife sticks with female characters because they have more pretty options, while many male options are intentionally and aggressively ugly. Many (heterosexual male) hardcore gamers have decided that, if they are going to be staring at someone’s backside for 40+ hours a week, it might as well be a shapely female backside. And then there’s this guy I know who is a mostly male-oriented bisexual and is married to a woman; his Second Life avatar is female so he can have virtual sex with men and relieve real life pressure.
Personally, I tend to have a balanced stable of characters. I want at least one from each race and class, and I divide gender pretty evenly. In my few pen and paper games, I frequently have female characters because I am balancing there as well. I have yet to be in a campaign dominated by female players, and men seem more hesitant to cross that line when your character is more closely associated with yourself. I wonder if that is the case on role-playing servers. Is it that your character is more you, rather than a pawn moving around the board, so people hop genders less; or perhaps the character is more clearly a role, so gender-switching is no more relevant than pretending to be an elf.
Based on my class preferences in MMOs, I frequently end up with a female main character, because I seem to have fallen victim to the role assignment that many of us picked up. I think of it as proximately from the Final Fantasy games, although the trope is of long standing, and I recall a guildmate who followed it religiously. Big beefy meat shields are male (grunt), as is anyone who specializes in bashing people in the face. (Taking the tiniest female possible as a tank is usually an ironic echo of this.) Healers, mystics, and support characters are female. Ranged damage could go either way, although Warhammer’s promotional video follows a common division: the fire mage (destructive) is male, the ice mage (controlling) is female, the archer (graceful) is female, the gunner (aggressive) is male. Warhammer also throws things off by having an asexually reproducing but male-aspected Greenskin race, and female-only witch elves, but I would predict cultural relics in sex assignment across the classes: Swordmasters are more likely than other tanks to be female, because they are graceful dancers rather than meat shields, and the same applies to all the androgynous elf classes; War Priests and Disciples of Khaine, as front-line melee healers, are more likely to be male, while Runepriests are more likely to be female than Zealots. But that’s just my speculation, so if anyone has real data, please contribute.
I am not saying that this is a good thing. If there is one thing we should be past in cyberspace, it is gender roles. I am just describing it as a pattern I perceive, and one I expect given that most of us were raised in Western cultures, particularly the gamer and fantasy sub-culture. Toad is the strong one who digs quickly, while Princess is the ethereal one who floats. Riverwind is the tough barbarian, while Goldmoon is the quiet healer. (And on that Dragonlance note, do you recall the Twins cover art where they apparently did not tell the artist that Raistlin was male? Because if we are balancing the the beefy male meat shield, the physically weak mage obviously must be female? Or maybe they just thought Raistlin was effeminate enough to have high cheekbones, full lips, and a lot of eyeshadow.)
Back to me, because I am a blogger so it is all about me me me. In most games, I have a healer named Zubon who looks as much like me as the game allows and is therefore male. The tank is still usually male, a forced decision in some cases (Warhammer’s Black Orc, LotRO’s dwarves). That is two-thirds of the trinity, so I guess my DPS will be female. The DPS class is usually the best soloer and levels very quickly, so my highest level character is female. And yes, my main in City of Heroes is a female Blaster, and a female Hunter in The Lord of the Rings Online™. Maybe I would have had a male Blaster if I had not asked my wife for a name.
I have also been told (as in directly, explicitly, to me, by a younger lass) that men playing female characters are creepy. I have never heard that about women playing male characters; there, the usual assumption is that they want to get away from flirting or whatever attention being female drew. I do not have any comment on the matter other than the dissonance caused by hearing a deep, gravelly voice after having gotten used to thinking of a character as female. I find no problems in the other direction: if I meet the voice before the character, I mentally assign it as “character” rather than suggesting anything about the person behind it.
I would be interested to see if this falls any differently with less gendered characters. Does a race of breastless lizards or rock monsters have more or less gender switching, since it seems to matter less? Or races/classes/games where gender is non-obvious? Also, it is a brave new day with increasing female MMO player numbers, so everything could be rent asunder.