I play both, though usually I end up with a few more females in any given game because they have better hairstyles. Notice how the majority of male NPCs and players have the same two/three hairstyles or go bald or hatted? Plus sometimes you just like the voice better, and you're going to hear it a lot.
Anyway, the character you choose to play doesn't reflect on you as a person at all, unless you use it as an excuse to showcase how much of a fool you are. Are there really people out there who think, "man, Metroid is a good game, but it'd be so much better if Samus hadn't turned out to be a girl"? Give me a break.