I play a mix of characters. If they're voiced, I tend to prefer feminine voices. I think there are a number of reasons for this, but one practical one is that I just hear better in a higher range for whatever reason (and this gets more true the older I get). I have a much easier time hearing higher-pitched voices and generally find them more pleasant.
If they're not voiced, it depends upon if I'm role-playing something specific. If so, I'll pick whichever I think fits best. If not, I'll probably pick a female character just because I find them more pleasing to look at. I always wanted to go back and do a female V playthough of Cyberpunk, but I just never got around to it.
Years ago, in the early 2000s, I got in to MMOs with Final Fantasy XI. I played mostly female characters there because people were more likely to help out.