Nope. In games where I can choose a character but can't create one from scratch, I often wind up with a woman because they tend to be faster. In Left 4 Dead, I played Zoey because I liked her personality the best (well okay, I picked her because I was used to playing the girl, but I *kept* playing her because I related most to her).
When I can make whatever I want, I go back and Forth. I played through Fallout 2 with each gender to see how it would change. I was a man in Fallout 3, then I was going to be a woman in New Vegas but changed my mind at the last minute because I wanted a sweet mustache. In Mass Effect, I was intrigued by all the sliders and tried to make Commander Shepard the ugliest woman possible. I failed, but I was pleased to march around the universe with an all-female death squad.